Remove unnecessary nuget stuff from externals

To mount a custom entrypoint script, put it in the config profile dir
and define the following env vars:

    SPARKD__IMAGE=sparkd_symbols
    SPARKD__MAIN_ENTRYPOINT=/home/bts/.local/share/bts/sparkd/conf/<custom-entrypoint>

To invoke the "normal" sparkd entrypoint script from the mounted one:

    ./sparkd-entrypoint.sh

.devcontainer/devcontainer.json

@@ -1,5 +1,11 @@
 {
-  "dockerFile": "Dockerfile",
+  "build": {
+    "dockerfile": "../docker/images/bluetradingsystems/linux_dotnet8_dev/Dockerfile",
+    "options": [
+      "--secret",
+      "id=bitbucket_access_token,src=${localWorkspaceFolder}/.secrets/bitbucket_access_token.txt"
+    ]
+  },
   "hostRequirements": {
     "memory": "8gb",
     "storage": "10gb"

.devcontainer/emumba/install_emumba-deribit-connector.sh

@@ -1,4 +0,0 @@
-#!/usr/bin/env bash
-
-this_dir="$(realpath "$(dirname "$(readlink -f "${BASH_SOURCE[0]}")")")"
-sudo dpkg -i "$this_dir/emumba-deribit-connector-3.3.1-Linux.LICENSE_DISABLED.deb"

.env

@@ -29,6 +29,9 @@
 #     tools/deploy.sh --help
 #
 
+### Host/Runtime ###
+TZ=Etc/UTC
+
 ### Sparkd ###
 # The internal image for sparkd to use. For more info, view:
 #   src/server/sparkd/Dockerfile
@@ -38,6 +41,9 @@ SPARKD__CONFIG_DIR=src/app_sparkd/configurations/dev
 # Mount a specific volume or dir to "~/sparkdata/data" inside the docker.
 # Defaults to a volume named "sparkd_<config_port>" (e.g., sparkd_8000).
 # SPARKD__DATA_DIR=/home/bts/sparkdata/data
+# Mount volume or dir to "/md_recording" inside the docker. Defaults to volume
+# "sparkd_md_recording_<config_port>" (e.g., sparkd_md_recording_8000).
+# SPARKD__MD_RECORDING_DIR=/home/bts/md_recording
 SPARKD__SOURCE_DIR=install/sparkd-release-gcc
 SPARKD__RUNTIME_CONF_DIR=/home/ubuntu/8000/sparkdata/conf/
 SPARKD__CONFIG_PORT=8000
@@ -45,6 +51,8 @@ SPARKD__QUICKBUS_PORT=8001
 SPARKD__SIM_FIX_PORT=8002
 SPARKD__SHM_SIZE=4gb
 SPARKD__PYTHON_REQUIREMENTS=requirements.txt
+SPARKD__SPARKD_ENTRYPOINT=src/app_sparkd/sparkd-entrypoint.sh
+SPARKD__MAIN_ENTRYPOINT=./sparkd-entrypoint.sh
 
 ### PubSubServer ###
 PUBSUB__CONFIG_DIR=src/DataStreamSuite/PubSubServer/Configurations/Development

.vscode/launch.json

@@ -1,25 +1,6 @@
 {
   "version": "0.2.0",
   "configurations": [
-  {
-    "name": "(gdb) Attach",
-    "type": "cppdbg",
-    "request": "attach",
-    "program": "${workspaceFolder}/build/sparkd-debug-clang/src/app_sparkd/sparkd",
-    "MIMode": "gdb",
-    "setupCommands": [
-        {
-            "description": "Enable pretty-printing for gdb",
-            "text": "-enable-pretty-printing",
-            "ignoreFailures": true
-        },
-        {
-            "description": "Set Disassembly Flavor to Intel",
-            "text": "-gdb-set disassembly-flavor intel",
-            "ignoreFailures": true
-        }
-    ]
-  },
     {
       "name": "Python Debugger: Current File with Arguments",
       "type": "debugpy",
@@ -161,17 +142,30 @@
       "name": "DataStreamQueryAnalyzer",
       "type": "coreclr",
       "request": "launch",
-      //"preLaunchTask": "Build DataStreamQueryAnalyzer (Debug)",
+      "preLaunchTask": "Build DataStream (Debug)",
       "program": "",
       "windows": {
         "program": "DataStreamQueryAnalyzer.exe",
-        "args": [
-          "--config",
-          "${workspaceFolder}/src/DataStreamSuite/DataStreamQueryAnalyzer/Configurations/DataStreamQueryAnalyzer.json"
-        ],
         "cwd": "build/Debug/bin/net8.0-windows",
         "env": {
-          "PYTHON_EXE": "${workspaceFolder}/.venv/Scripts/python.exe"
+          "PYTHON_EXE": "${workspaceFolder}/.venv/Scripts/python.exe",
+          "DOTNET_ENVIRONMENT": "${input:dataStreamQueryAnalyzerEnvironment}",
+        },
+      },
+      "stopAtEntry": false,
+      "console": "integratedTerminal",
+    },
+    {
+      "name": "DataStreamQueryAnalyzer (Skip Build)",
+      "type": "coreclr",
+      "request": "launch",
+      "program": "",
+      "windows": {
+        "program": "DataStreamQueryAnalyzer.exe",
+        "cwd": "build/Debug/bin/net8.0-windows",
+        "env": {
+          "PYTHON_EXE": "${workspaceFolder}/.venv/Scripts/python.exe",
+          "DOTNET_ENVIRONMENT": "${input:dataStreamQueryAnalyzerEnvironment}",
         },
       },
       "stopAtEntry": false,
@@ -189,11 +183,10 @@
       "windows": {
         "program": "PubSubServer.exe",
       },
-      "args": [
-        "--config",
-        "${workspaceFolder}/src/DataStreamSuite/PubSubServer/Configurations/${input:pubSubServerConfig}.json"
-      ],
       "cwd": "build/Debug/bin/net8.0",
+      "env": {
+        "DOTNET_ENVIRONMENT": "${input:pubSubServerEnvironment}",
+      },
       "stopAtEntry": false,
       "console": "integratedTerminal"
     },
@@ -390,6 +383,25 @@
         }
       ]
     },
+    {
+      "name": "Sparkd Attach",
+      "type": "cppdbg",
+      "request": "attach",
+      "program": "${workspaceFolder}/build/sparkd-debug-clang/src/app_sparkd/sparkd",
+      "MIMode": "gdb",
+      "setupCommands": [
+        {
+          "description": "Enable pretty-printing for gdb",
+          "text": "-enable-pretty-printing",
+          "ignoreFailures": true
+        },
+        {
+          "description": "Set Disassembly Flavor to Intel",
+          "text": "-gdb-set disassembly-flavor intel",
+          "ignoreFailures": true
+        }
+      ]
+    },
   ],
   "inputs": [
     {
@@ -415,6 +427,16 @@
       ],
       "default": "MarketDataPublisher",
     },
+    {
+      "id": "dataStreamQueryAnalyzerEnvironment",
+      "type": "pickString",
+      "description": "DataStreamQueryAnalyzer Configuration",
+      "options": [
+        "Development",
+        "Local",
+      ],
+      "default": "Development",
+    },
     {
       "id": "dataStreamPublisherEnvironment",
       "type": "pickString",
@@ -426,14 +448,15 @@
       "default": "Local",
     },
     {
-      "id": "pubSubServerConfig",
+      "id": "pubSubServerEnvironment",
       "type": "pickString",
-      "description": "PubSub Configuration",
+      "description": "PubSubServer Configuration",
       "options": [
-        "PubSubServer",
-        "SimpleEchoClient",
+        "Development",
+        "EchoServer",
+        "Local",
       ],
-      "default": "PubSubServer",
+      "default": "Development",
     },
     {
       "id": "sdkDemoEnvironment",

.vscode/python.env

@@ -1 +1 @@
-PYTHONPATH=/workspaces/spark/build/sparkd-debug-clang/src/lib_python_interop;/workspaces/spark/src/lib_python_interop/python_interop_plugins
+PYTHONPATH=/workspaces/spark/build/sparkd-debug-clang/src/lib_python_interop;/workspaces/spark/src/lib_python_interop/python_interop_plugins;/workspaces/spark/tools/py

.vscode/tasks.json

@@ -541,12 +541,11 @@
       "command": "",
       "windows": {
         "command": "DataStreamQueryAnalyzer.exe",
-        "args": [
-          "--config",
-          "${workspaceFolder}/src/DataStreamSuite/DataStreamQueryAnalyzer/Configurations/DataStreamQueryAnalyzer.json",
-        ],
         "options": {
-          "cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net8.0-windows"
+          "cwd": "${workspaceFolder}/build/${input:buildConfiguration}/bin/net8.0-windows",
+          "env": {
+            "DOTNET_ENVIRONMENT": "${input:dataStreamQueryAnalyzerEnvironment}",
+          },
         },
       },
       "icon": {
@@ -561,12 +560,11 @@
       "command": "",
       "windows": {
         "command": "DataStreamQueryAnalyzer.exe",
-        "args": [
-          "--config",
-          "${workspaceFolder}/src/DataStreamSuite/DataStreamQueryAnalyzer/Configurations/DataStreamQueryAnalyzer.json",
-        ],
         "options": {
-          "cwd": "${workspaceFolder}/build/Debug/bin/net8.0-windows"
+          "cwd": "${workspaceFolder}/build/Debug/bin/net8.0-windows",
+          "env": {
+            "DOTNET_ENVIRONMENT": "${input:dataStreamQueryAnalyzerEnvironment}",
+          },
         },
       },
       "icon": {
@@ -581,12 +579,11 @@
       "command": "",
       "windows": {
         "command": "DataStreamQueryAnalyzer.exe",
-        "args": [
-          "--config",
-          "${workspaceFolder}/src/DataStreamSuite/DataStreamQueryAnalyzer/Configurations/DataStreamQueryAnalyzer.json",
-        ],
         "options": {
-          "cwd": "${workspaceFolder}/build/Release/bin/net8.0-windows"
+          "cwd": "${workspaceFolder}/build/Release/bin/net8.0-windows",
+          "env": {
+            "DOTNET_ENVIRONMENT": "${input:dataStreamQueryAnalyzerEnvironment}",
+          },
         },
       },
       "icon": {
@@ -1048,6 +1045,16 @@
       ],
       "default": "Debug",
     },
+    {
+      "id": "dataStreamQueryAnalyzerEnvironment",
+      "type": "pickString",
+      "description": "DataStreamQueryAnalyzer Configuration",
+      "options": [
+        "Development",
+        "Local",
+      ],
+      "default": "Development",
+    },
     {
       "id": "sparkdCmakePreset",
       "type": "pickString",

Bts.Spark.Sdk.sln

@@ -11,9 +11,7 @@ Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Spark.Core", "src\cs\Bt
 EndProject
 Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Spark.Api", "src\cs\Bts.Spark.Api\Bts.Spark.Api.csproj", "{8949AF88-F1D3-4BC4-827F-B088B555F7B9}"
 EndProject
-Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "DataStreamSuite", "DataStreamSuite", "{60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}"
-EndProject
-Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Extensions.Hosting", "src\DataStreamSuite\Bts.Extensions.Hosting\Bts.Extensions.Hosting.csproj", "{37E4E890-D025-4729-90F9-6F95862F47BC}"
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Extensions.Hosting", "src\cs\Bts.Extensions.Hosting\Bts.Extensions.Hosting.csproj", "{37E4E890-D025-4729-90F9-6F95862F47BC}"
 EndProject
 Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Spark.Sdk", "src\cs\Bts.Spark.Sdk\Bts.Spark.Sdk.csproj", "{A5FF3FAF-43CB-496B-AF4B-F61EFD645579}"
 EndProject
@@ -97,8 +95,7 @@ Global
 		{C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295} = {827E0CD3-B72D-47B6-A68D-7590B98EB39B}
 		{E3BF9514-CB1A-4E07-A8DD-73300FD9726C} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
 		{8949AF88-F1D3-4BC4-827F-B088B555F7B9} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
-		{60E0D592-FFB3-0D0A-C4AA-E88919B48F9D} = {827E0CD3-B72D-47B6-A68D-7590B98EB39B}
-		{37E4E890-D025-4729-90F9-6F95862F47BC} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
+		{37E4E890-D025-4729-90F9-6F95862F47BC} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
 		{A5FF3FAF-43CB-496B-AF4B-F61EFD645579} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
 		{FCFDBDBE-74B0-41C4-9011-C651B21056D4} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
 	EndGlobalSection

Spark.Api.Server.sln

@@ -43,7 +43,13 @@ Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.ColumnExpressions", "sr
 EndProject
 Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStream", "src\DataStreamSuite\DataStream\DataStream.csproj", "{39AEA075-6457-46C0-8821-1158BE6EFA57}"
 EndProject
-Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Extensions.Hosting", "src\DataStreamSuite\Bts.Extensions.Hosting\Bts.Extensions.Hosting.csproj", "{F3DC52D7-8C59-4EC0-86D9-0E5732EAFCF7}"
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Extensions.Hosting", "src\cs\Bts.Extensions.Hosting\Bts.Extensions.Hosting.csproj", "{F3DC52D7-8C59-4EC0-86D9-0E5732EAFCF7}"
+EndProject
+Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "cs", "cs", "{385C4948-E080-56A6-E29E-8B0F4913175C}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Net", "src\cs\Bts.Net\Bts.Net.csproj", "{43FB297B-7A4D-4835-A878-E6DF345B580C}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.IO.Compression", "src\cs\Bts.IO.Compression\Bts.IO.Compression.csproj", "{BC277499-8215-4F9F-B9AB-07B6391110BF}"
 EndProject
 Global
 	GlobalSection(SolutionConfigurationPlatforms) = preSolution
@@ -517,6 +523,54 @@ Global
 		{F3DC52D7-8C59-4EC0-86D9-0E5732EAFCF7}.RelWithDebInfo|Any CPU.Build.0 = Debug|Any CPU
 		{F3DC52D7-8C59-4EC0-86D9-0E5732EAFCF7}.RelWithDebInfo|x86.ActiveCfg = Debug|Any CPU
 		{F3DC52D7-8C59-4EC0-86D9-0E5732EAFCF7}.RelWithDebInfo|x86.Build.0 = Debug|Any CPU
+		{43FB297B-7A4D-4835-A878-E6DF345B580C}.Debug|x64.ActiveCfg = Debug|Any CPU
+		{43FB297B-7A4D-4835-A878-E6DF345B580C}.Debug|x64.Build.0 = Debug|Any CPU
+		{43FB297B-7A4D-4835-A878-E6DF345B580C}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{43FB297B-7A4D-4835-A878-E6DF345B580C}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{43FB297B-7A4D-4835-A878-E6DF345B580C}.Debug|x86.ActiveCfg = Debug|Any CPU
+		{43FB297B-7A4D-4835-A878-E6DF345B580C}.Debug|x86.Build.0 = Debug|Any CPU
+		{43FB297B-7A4D-4835-A878-E6DF345B580C}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
+		{43FB297B-7A4D-4835-A878-E6DF345B580C}.MinSizeRel|x64.Build.0 = Debug|Any CPU
+		{43FB297B-7A4D-4835-A878-E6DF345B580C}.MinSizeRel|Any CPU.ActiveCfg = Debug|Any CPU
+		{43FB297B-7A4D-4835-A878-E6DF345B580C}.MinSizeRel|Any CPU.Build.0 = Debug|Any CPU
+		{43FB297B-7A4D-4835-A878-E6DF345B580C}.MinSizeRel|x86.ActiveCfg = Debug|Any CPU
+		{43FB297B-7A4D-4835-A878-E6DF345B580C}.MinSizeRel|x86.Build.0 = Debug|Any CPU
+		{43FB297B-7A4D-4835-A878-E6DF345B580C}.Release|x64.ActiveCfg = Release|Any CPU
+		{43FB297B-7A4D-4835-A878-E6DF345B580C}.Release|x64.Build.0 = Release|Any CPU
+		{43FB297B-7A4D-4835-A878-E6DF345B580C}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{43FB297B-7A4D-4835-A878-E6DF345B580C}.Release|Any CPU.Build.0 = Release|Any CPU
+		{43FB297B-7A4D-4835-A878-E6DF345B580C}.Release|x86.ActiveCfg = Release|Any CPU
+		{43FB297B-7A4D-4835-A878-E6DF345B580C}.Release|x86.Build.0 = Release|Any CPU
+		{43FB297B-7A4D-4835-A878-E6DF345B580C}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
+		{43FB297B-7A4D-4835-A878-E6DF345B580C}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
+		{43FB297B-7A4D-4835-A878-E6DF345B580C}.RelWithDebInfo|Any CPU.ActiveCfg = Debug|Any CPU
+		{43FB297B-7A4D-4835-A878-E6DF345B580C}.RelWithDebInfo|Any CPU.Build.0 = Debug|Any CPU
+		{43FB297B-7A4D-4835-A878-E6DF345B580C}.RelWithDebInfo|x86.ActiveCfg = Debug|Any CPU
+		{43FB297B-7A4D-4835-A878-E6DF345B580C}.RelWithDebInfo|x86.Build.0 = Debug|Any CPU
+		{BC277499-8215-4F9F-B9AB-07B6391110BF}.Debug|x64.ActiveCfg = Debug|Any CPU
+		{BC277499-8215-4F9F-B9AB-07B6391110BF}.Debug|x64.Build.0 = Debug|Any CPU
+		{BC277499-8215-4F9F-B9AB-07B6391110BF}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{BC277499-8215-4F9F-B9AB-07B6391110BF}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{BC277499-8215-4F9F-B9AB-07B6391110BF}.Debug|x86.ActiveCfg = Debug|Any CPU
+		{BC277499-8215-4F9F-B9AB-07B6391110BF}.Debug|x86.Build.0 = Debug|Any CPU
+		{BC277499-8215-4F9F-B9AB-07B6391110BF}.MinSizeRel|x64.ActiveCfg = Debug|Any CPU
+		{BC277499-8215-4F9F-B9AB-07B6391110BF}.MinSizeRel|x64.Build.0 = Debug|Any CPU
+		{BC277499-8215-4F9F-B9AB-07B6391110BF}.MinSizeRel|Any CPU.ActiveCfg = Debug|Any CPU
+		{BC277499-8215-4F9F-B9AB-07B6391110BF}.MinSizeRel|Any CPU.Build.0 = Debug|Any CPU
+		{BC277499-8215-4F9F-B9AB-07B6391110BF}.MinSizeRel|x86.ActiveCfg = Debug|Any CPU
+		{BC277499-8215-4F9F-B9AB-07B6391110BF}.MinSizeRel|x86.Build.0 = Debug|Any CPU
+		{BC277499-8215-4F9F-B9AB-07B6391110BF}.Release|x64.ActiveCfg = Release|Any CPU
+		{BC277499-8215-4F9F-B9AB-07B6391110BF}.Release|x64.Build.0 = Release|Any CPU
+		{BC277499-8215-4F9F-B9AB-07B6391110BF}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{BC277499-8215-4F9F-B9AB-07B6391110BF}.Release|Any CPU.Build.0 = Release|Any CPU
+		{BC277499-8215-4F9F-B9AB-07B6391110BF}.Release|x86.ActiveCfg = Release|Any CPU
+		{BC277499-8215-4F9F-B9AB-07B6391110BF}.Release|x86.Build.0 = Release|Any CPU
+		{BC277499-8215-4F9F-B9AB-07B6391110BF}.RelWithDebInfo|x64.ActiveCfg = Debug|Any CPU
+		{BC277499-8215-4F9F-B9AB-07B6391110BF}.RelWithDebInfo|x64.Build.0 = Debug|Any CPU
+		{BC277499-8215-4F9F-B9AB-07B6391110BF}.RelWithDebInfo|Any CPU.ActiveCfg = Debug|Any CPU
+		{BC277499-8215-4F9F-B9AB-07B6391110BF}.RelWithDebInfo|Any CPU.Build.0 = Debug|Any CPU
+		{BC277499-8215-4F9F-B9AB-07B6391110BF}.RelWithDebInfo|x86.ActiveCfg = Debug|Any CPU
+		{BC277499-8215-4F9F-B9AB-07B6391110BF}.RelWithDebInfo|x86.Build.0 = Debug|Any CPU
 	EndGlobalSection
 	GlobalSection(SolutionProperties) = preSolution
 		HideSolutionNode = FALSE
@@ -535,7 +589,9 @@ Global
 		{9F6D7DE8-185B-4C1D-B809-3314D092DF28} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
 		{6BD3F6D8-B6FC-44E8-B8FE-06352F638B9B} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
 		{39AEA075-6457-46C0-8821-1158BE6EFA57} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
-		{F3DC52D7-8C59-4EC0-86D9-0E5732EAFCF7} = {C09ED521-D2DF-40BC-A76F-EB3CB870B2F6}
+		{385C4948-E080-56A6-E29E-8B0F4913175C} = {267F81EF-A8AB-49FD-9F56-D7EC3C1F7C7C}
+		{43FB297B-7A4D-4835-A878-E6DF345B580C} = {385C4948-E080-56A6-E29E-8B0F4913175C}
+		{BC277499-8215-4F9F-B9AB-07B6391110BF} = {385C4948-E080-56A6-E29E-8B0F4913175C}
 	EndGlobalSection
 	GlobalSection(ExtensibilityGlobals) = postSolution
 		SolutionGuid = {422D1620-0166-4C26-9A81-CA8A2EB1AB58}

compose.yaml

@@ -2,6 +2,7 @@ services:
   sparkd:
     volumes:
       - ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/.local/share/bts/sparkd/data
+      - ${SPARKD__MD_RECORDING_DIR:-md_recording}:/md_recording
     build:
       dockerfile: src/app_sparkd/Dockerfile
       args:
@@ -9,24 +10,35 @@ services:
         - SOURCE_DIR=${SPARKD__SOURCE_DIR}
         - CONFIG_DIR=${SPARKD__CONFIG_DIR}
         - PYTHON_REQUIREMENTS=${SPARKD__PYTHON_REQUIREMENTS}
+        - SPARKD_ENTRYPOINT=${SPARKD__SPARKD_ENTRYPOINT}
     shm_size: "${SPARKD__SHM_SIZE:-512mb}"
-    command: >
-      sh -c "
-        echo bts | sudo -S chown -R bts:bts /home/bts/.local/share/bts/sparkd/data
-        if [ -e "/home/bts/.local/share/bts/sparkd/data/logging.sparkd/log" ]; then
-          mv "/home/bts/.local/share/bts/sparkd/data/logging.sparkd/log" "/home/bts/.local/share/bts/sparkd/data/logging.sparkd/log_$(date '+%Y%m%d-%H%M')"
-        fi
-        if [ -e "/home/bts/.local/share/bts/conf/.env.local" ]; then
-          echo 'Sourcing /home/bts/.local/share/bts/conf/.env.local'
-          set -a
-          . /home/bts/.local/share/bts/sparkd/conf/.env.local
-          set +a
-        fi
-        if [ -d /home/bts/.local/share/bts/sparkd/conf/plugins ]; then
-          echo 'Copying /home/bts/.local/share/bts/sparkd/conf/plugins to runtime dir (/home/bts/bin)'
-          cp -r /home/bts/.local/share/bts/sparkd/conf/plugins /home/bts/bin/
-        fi
-        ./sparkd run"
+    env_file:
+      - .env
+      - ${SPARKD__CONFIG_DIR}/.env
+    ports:
+      - "${SPARKD__CONFIG_PORT}:${SPARKD__CONFIG_PORT}"
+      - "${SPARKD__QUICKBUS_PORT}:${SPARKD__QUICKBUS_PORT}"
+      - "${SPARKD__SIM_FIX_PORT}:${SPARKD__SIM_FIX_PORT}"
+    entrypoint: ${SPARKD__MAIN_ENTRYPOINT}
+    deploy:
+      resources:
+        limits:
+          memory: "${SPARKD__MEMORY:-4gb}"
+
+  sparkd-shell:
+    volumes:
+      - ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/.local/share/bts/sparkd/data
+      - ${SPARKD__MD_RECORDING_DIR:-md_recording}:/md_recording
+    build:
+      dockerfile: docker/images/bluetradingsystems/linux_shell/Dockerfile
+      args:
+        - IMAGE=${SPARKD__IMAGE}
+        - SOURCE_DIR=${SPARKD__SOURCE_DIR}
+        - CONFIG_DIR=${SPARKD__CONFIG_DIR}
+        - PYTHON_REQUIREMENTS=${SPARKD__PYTHON_REQUIREMENTS}
+        - SPARKD_ENTRYPOINT=${SPARKD__SPARKD_ENTRYPOINT}
+    shm_size: "${SPARKD__SHM_SIZE:-512mb}"
+    command: "do sleep 1; done"
     env_file:
       - .env
       - ${SPARKD__CONFIG_DIR}/.env
@@ -42,6 +54,7 @@ services:
   sparkd-symbols:
     volumes:
       - ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/.local/share/bts/sparkd/data
+      - ${SPARKD__MD_RECORDING_DIR:-md_recording}:/md_recording
       - ${SPARKD__RUNTIME_CONF_DIR:-sparkd_conf}:/home/bts/.local/share/bts/sparkd/conf
     build:
       dockerfile: src/app_sparkd/Dockerfile
@@ -50,26 +63,8 @@ services:
         - SOURCE_DIR=${SPARKD__SOURCE_DIR}
         - CONFIG_DIR=${SPARKD__CONFIG_DIR}
         - PYTHON_REQUIREMENTS=${SPARKD__PYTHON_REQUIREMENTS}
+        - SPARKD_ENTRYPOINT=${SPARKD__SPARKD_ENTRYPOINT}
     shm_size: "${SPARKD__SHM_SIZE:-512mb}"
-    command: >
-      sh -c "
-        echo bts | sudo -S chown -R bts:bts /home/bts/.local/share/bts/sparkd
-        if [ -e "/home/bts/.local/share/bts/sparkd/data/logging.sparkd/log" ]; then
-          mv "/home/bts/.local/share/bts/sparkd/data/logging.sparkd/log" "/home/bts/.local/share/bts/sparkd/data/logging.sparkd/log_$(date '+%Y%m%d-%H%M')"
-        fi
-        ls -alh /home/bts/.local/share/bts/sparkd/conf/
-        cat /home/bts/.local/share/bts/sparkd/conf/.env.local
-        if [ -e "/home/bts/.local/share/bts/sparkd/conf/.env.local" ]; then
-          echo 'Sourcing /home/bts/.local/share/bts/sparkd/conf/.env.local'
-          set -a
-          . /home/bts/.local/share/bts/sparkd/conf/.env.local
-          set +a
-        fi
-        if [ -d /home/bts/.local/share/bts/sparkd/conf/plugins ]; then
-          echo 'Copying /home/bts/.local/share/bts/sparkd/conf/plugins to runtime dir (/home/bts/bin)'
-          cp -r /home/bts/.local/share/bts/sparkd/conf/plugins /home/bts/bin/
-        fi
-        ./sparkd run"
     env_file:
       - .env
       - ${SPARKD__CONFIG_DIR}/.env
@@ -77,6 +72,33 @@ services:
       - "${SPARKD__CONFIG_PORT}:${SPARKD__CONFIG_PORT}"
       - "${SPARKD__QUICKBUS_PORT}:${SPARKD__QUICKBUS_PORT}"
       - "${SPARKD__SIM_FIX_PORT}:${SPARKD__SIM_FIX_PORT}"
+    entrypoint: ${SPARKD__MAIN_ENTRYPOINT}
+    deploy:
+      restart_policy:
+        condition: any
+        delay: 3s
+      resources:
+        limits:
+          memory: "${SPARKD__MEMORY:-4gb}"
+  sparkd-multicast:
+    volumes:
+      - ${SPARKD__DATA_DIR:-sparkd_data}:/home/bts/.local/share/bts/sparkd/data
+      - ${SPARKD__MD_RECORDING_DIR:-md_recording}:/md_recording
+      - ${SPARKD__RUNTIME_CONF_DIR:-sparkd_conf}:/home/bts/.local/share/bts/sparkd/conf
+    build:
+      dockerfile: src/app_sparkd/Dockerfile
+      args:
+        - IMAGE=${SPARKD__IMAGE}
+        - SOURCE_DIR=${SPARKD__SOURCE_DIR}
+        - CONFIG_DIR=${SPARKD__CONFIG_DIR}
+        - PYTHON_REQUIREMENTS=${SPARKD__PYTHON_REQUIREMENTS}
+        - SPARKD_ENTRYPOINT=${SPARKD__SPARKD_ENTRYPOINT}
+    shm_size: "${SPARKD__SHM_SIZE:-2048mb}"
+    env_file:
+      - .env
+      - ${SPARKD__CONFIG_DIR}/.env
+    network_mode: "host"
+    entrypoint: ${SPARKD__MAIN_ENTRYPOINT}
     deploy:
       restart_policy:
         condition: any
@@ -84,7 +106,6 @@ services:
       resources:
         limits:
           memory: "${SPARKD__MEMORY:-4gb}"
-
   sparkd-tail:
     image: bluetradingsystems/linux_dotnet8
     volumes:
@@ -195,3 +216,6 @@ volumes:
     name: "md_publisher_22019"
   historic_md:
     name: "historic_md"
+  md_recording:
+    name: "sparkd_md_recording_${SPARKD__CONFIG_PORT:-8000}"
+    external: true

docker/images/bluetradingsystems/linux_dotnet8/Dockerfile

@@ -8,6 +8,7 @@ RUN apt-get update && apt-get install -y ca-certificates
 RUN apt-get update && apt-get install -y libssh2-1-dev
 RUN apt-get update && apt-get install -y software-properties-common
 RUN apt-get update && apt-get install -y sudo
+RUN apt-get update && apt-get install -y tzdata
 
 # GCC
 ARG gcc_major=13

docker/images/bluetradingsystems/linux_dotnet8_dev/Dockerfile

@@ -55,14 +55,16 @@ RUN \
    clangd-$clang_major
 
 # CMake
-RUN \
-   curl -fsSL https://apt.kitware.com/keys/kitware-archive-latest.asc 2> /dev/null \
-   | gpg --dearmor - \
-   | tee /usr/share/keyrings/kitware-archive-keyring.gpg > /dev/null \
-   && echo "deb [signed-by=/usr/share/keyrings/kitware-archive-keyring.gpg] https://apt.kitware.com/ubuntu/ $(lsb_release -cs) main" \
-   | tee /etc/apt/sources.list.d/kitware.list > /dev/null \
-   && apt-get update \
-   && apt-get install -y cmake
+RUN set -eux \
+  && apt-get update \
+  && apt-get install -y --no-install-recommends ca-certificates curl gpg \
+  && curl -fsSL https://apt.kitware.com/keys/kitware-archive-latest.asc \
+    | gpg --dearmor -o /usr/share/keyrings/kitware-archive-keyring.gpg \
+  && echo "deb [signed-by=/usr/share/keyrings/kitware-archive-keyring.gpg] https://apt.kitware.com/ubuntu/ $(lsb_release -cs) main" \
+    > /etc/apt/sources.list.d/kitware.list \
+  && apt-get update \
+  && apt-get install -y --no-install-recommends cmake \
+  && rm -rf /var/lib/apt/lists/*
 
 # Dotnet
 RUN apt-get update && apt-get install -y dotnet8
@@ -80,9 +82,14 @@ RUN mkdir -p /etc/apt/keyrings \
 # Emumba (deps)
 RUN apt-get update && apt-get -y install rapidjson-dev
 # Emumba
-COPY emumba /emumba
-RUN dpkg -i /emumba/emumba-deribit-connector-3.3.1-Linux.LICENSE_DISABLED.deb \
-    && rm -r /emumba
+ARG EMUMBA_DERIBIT_CONNECTOR_DEB_URL="https://api.bitbucket.org/2.0/repositories/bluetradesys/spark/downloads/emumba-deribit-connector-3.3.1-Linux.LICENSE_DISABLED.deb"
+RUN --mount=type=secret,id=bitbucket_access_token \
+  set -eux \
+    && apt-get update \
+    && TOKEN="$(cat /run/secrets/bitbucket_access_token)" \
+    && curl -fL -H "Authorization: Bearer ${TOKEN}" $EMUMBA_DERIBIT_CONNECTOR_DEB_URL -o /tmp/emumba-deribit-connector.deb \
+    && apt-get install -y /tmp/emumba-deribit-connector.deb \
+    && rm -f /tmp/emumba-deribit-connector.deb
 
 # Pcap
 RUN apt-get update && apt-get install -y libpcap0.8-dev
@@ -90,6 +97,18 @@ RUN apt-get update && apt-get install -y libpcap0.8-dev
 # Databento (deps)
 RUN apt-get update && apt-get -y install libzstd-dev
 
+# Rakurai
+ARG RAKURAI_DEB_URL="https://api.bitbucket.org/2.0/repositories/bluetradesys/spark/downloads/rakurai-dex-connector_0.0.5_amd64.deb"
+RUN --mount=type=secret,id=bitbucket_access_token \
+  set -eux \
+    && apt-get update \
+    && TOKEN="$(cat /run/secrets/bitbucket_access_token)" \
+    && curl -fL -H "Authorization: Bearer ${TOKEN}" $RAKURAI_DEB_URL -o /tmp/rakurai.deb \
+    # Need --force-overwrite because rakuirai and emumba-deribit-connector both include the same
+    # spdlog headers.
+    && apt-get install -y -o Dpkg::Options::="--force-overwrite" /tmp/rakurai.deb \
+    && rm -f /tmp/rakuirai.deb
+
 # Docker in Docker
 RUN apt-get update && apt-get install -y \
     docker.io \

docker/images/bluetradingsystems/linux_shell/Dockerfile

@@ -0,0 +1,11 @@
+FROM ubuntu:24.04
+
+ARG DEBIAN_FRONTEND=noninteractive
+
+RUN apt-get update && apt-get install -y \
+  fish \
+  less \
+  vim
+
+USER bts
+WORKDIR /home/bts

requirements.txt

@@ -18,10 +18,10 @@ MarkupSafe==3.0.2
 mccabe==0.6.1
 numpy==2.2.6
 platformdirs==2.3.0
-protobuf==4.21.12
+protobuf==6.33.4
 pybars3==0.9.7
-pybind11==2.13.6
-pybind11-stubgen==2.5.3
+pybind11==3.0.1
+pybind11-stubgen==2.5.5
 pybit==5.11.0
 pycodestyle==2.7.0
 pycparser==2.20

spark_client.sln

@@ -1,405 +1,306 @@
 
 Microsoft Visual Studio Solution File, Format Version 12.00
 # Visual Studio Version 17
-VisualStudioVersion = 17.3.32922.545
-MinimumVisualStudioVersion = 15.0.26124.0
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Bts.Spark.Api", "src\cs\Bts.Spark.Api\Bts.Spark.Api.csproj", "{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}"
-EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Spark", "src\client\spark\Spark.csproj", "{9A4D4D07-1AB6-4B2B-B111-A4F34D6C267E}"
-EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Spark.Console", "src\client\Spark.Console\Spark.Console.csproj", "{387566C6-C6F6-412C-A30C-9855BBCB4816}"
-EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "Bts.Spark.Core", "src\cs\Bts.Spark.Core\Bts.Spark.Core.csproj", "{6E449EB6-20AC-4FA6-B8D9-10F4BB7E1FEE}"
-EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_sdk", "src\client\spark_sdk\spark_sdk.csproj", "{6963C314-83C4-4667-B0D0-C2F7AE208C29}"
-EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_test", "src\client\spark_test\spark_test.csproj", "{ECD78CC5-138F-4809-A764-2358C2AC2E82}"
-EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_websocket", "src\client\spark_websocket\spark_websocket.csproj", "{3201359D-C071-4089-9EDE-B04D759F1508}"
-EndProject
-Project("{9A19103F-16F7-4668-BE54-9A1E7A4F7556}") = "spark_api_server", "src\client\spark_api_server\spark_api_server.csproj", "{2B8C5D01-FF78-4BFA-B332-5E430586DAF9}"
-EndProject
-Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStreamCore", "src\DataStreamSuite\DataStreamCore\DataStreamCore.csproj", "{4E4F491F-C688-43C4-88DA-AC92BC5FA1B8}"
-EndProject
-Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStream", "src\DataStreamSuite\DataStream\DataStream.csproj", "{2AC54ADC-3246-427E-9CA9-FEA2DBCB9432}"
-EndProject
-Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "SharedStreams", "src\DataStreamSuite\SharedStreams\SharedStreams.csproj", "{4E96E5CC-7791-40B3-A8A1-C34FBB736B3B}"
-EndProject
-Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "PubSub", "src\DataStreamSuite\PubSub\PubSub.csproj", "{51C40BA9-F226-4A35-939D-1ED6F5FF7299}"
-EndProject
+VisualStudioVersion = 17.0.31903.59
+MinimumVisualStudioVersion = 10.0.40219.1
 Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "src", "src", "{827E0CD3-B72D-47B6-A68D-7590B98EB39B}"
 EndProject
+Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "cs", "cs", "{D7C6B9C7-1058-B1EA-FEE6-34C56B05AEDB}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Spark.Core", "src\cs\Bts.Spark.Core\Bts.Spark.Core.csproj", "{684863A1-3396-4D31-A731-C0725CF07F4E}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Spark.Api", "src\cs\Bts.Spark.Api\Bts.Spark.Api.csproj", "{45292808-4EF3-4D4A-B3F5-B75C42EE5870}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Extensions.Hosting", "src\cs\Bts.Extensions.Hosting\Bts.Extensions.Hosting.csproj", "{AA57F8D9-7BD6-4161-881B-AD2CEF9A30F6}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.IO.Compression", "src\cs\Bts.IO.Compression\Bts.IO.Compression.csproj", "{28A26DF7-5F7A-43A2-A548-B55FEBCC3958}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Net", "src\cs\Bts.Net\Bts.Net.csproj", "{7543386A-5EBA-4AF0-9E0F-35657B58557D}"
+EndProject
 Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "DataStreamSuite", "DataStreamSuite", "{60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}"
 EndProject
-Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Net", "src\DataStreamSuite\Bts.Net\Bts.Net.csproj", "{5DE3B533-DCE6-4BF4-8F7E-08C440E177B4}"
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "PubSub", "src\DataStreamSuite\PubSub\PubSub.csproj", "{C13A5ABD-F739-4BE8-A2FE-511E989A5B43}"
 EndProject
-Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Extensions.Hosting", "src\DataStreamSuite\Bts.Extensions.Hosting\Bts.Extensions.Hosting.csproj", "{90A48718-F6A7-4747-97EA-89632B451008}"
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStreamCore", "src\DataStreamSuite\DataStreamCore\DataStreamCore.csproj", "{F7C6F079-67BA-4899-9B43-D3F8C121D264}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "ArithmeticExpressions", "src\DataStreamSuite\ArithmeticExpressions\ArithmeticExpressions.csproj", "{E60C119D-2919-4E2F-9D39-90DB1A8FF9A7}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "BaseUtilities", "src\DataStreamSuite\BaseUtilities\BaseUtilities.csproj", "{ECBAA198-EC93-4174-8156-BDA5F5E95042}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "BooleanExpressions", "src\DataStreamSuite\BooleanExpressions\BooleanExpressions.csproj", "{F54AE5C0-2ECA-4151-82E6-0D7EFE88FF40}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.ColumnExpressions", "src\DataStreamSuite\Bts.ColumnExpressions\Bts.ColumnExpressions.csproj", "{A898C6C3-F134-4AF0-AFB3-3834C58CC0D7}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.ColumnSortExpressions", "src\DataStreamSuite\Bts.ColumnSortExpressions\Bts.ColumnSortExpressions.csproj", "{1E296FB3-D185-4A95-A1EB-AA5B37B85C60}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStreamExpressions", "src\DataStreamSuite\DataStreamExpressions\DataStreamExpressions.csproj", "{B6070F41-8759-448B-B56D-A7D15D489569}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "DataStream", "src\DataStreamSuite\DataStream\DataStream.csproj", "{B2D721AB-920C-4CD6-8DBF-6778A115A449}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "SharedStreams", "src\DataStreamSuite\SharedStreams\SharedStreams.csproj", "{38EE36C6-892C-4C94-8BB0-1ACB164E1F20}"
+EndProject
+Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "client", "client", "{C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}"
+EndProject
+Project("{2150E333-8FDC-42A3-9474-1A3956D46DE8}") = "spark", "spark", "{42C014A0-00C5-0620-8552-38912E891A7F}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Spark", "src\client\spark\Spark.csproj", "{D432F3E9-3D2F-4623-B7B9-CEBA6701FFC3}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "spark_test", "src\client\spark_test\spark_test.csproj", "{DD00F5D5-6C2F-4FDA-AE3D-25CF01A9A224}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Spark.Console", "src\client\Spark.Console\Spark.Console.csproj", "{2B8243FF-60C6-4607-8AAE-7762D29B0A48}"
 EndProject
 Global
 	GlobalSection(SolutionConfigurationPlatforms) = preSolution
-		Debug|x64 = Debug|x64
 		Debug|Any CPU = Debug|Any CPU
+		Debug|x64 = Debug|x64
 		Debug|x86 = Debug|x86
-		MinSizeRel|x64 = MinSizeRel|x64
-		MinSizeRel|Any CPU = MinSizeRel|Any CPU
-		MinSizeRel|x86 = MinSizeRel|x86
-		Release|x64 = Release|x64
 		Release|Any CPU = Release|Any CPU
+		Release|x64 = Release|x64
 		Release|x86 = Release|x86
-		RelWithDebInfo|x64 = RelWithDebInfo|x64
-		RelWithDebInfo|Any CPU = RelWithDebInfo|Any CPU
-		RelWithDebInfo|x86 = RelWithDebInfo|x86
 	EndGlobalSection
 	GlobalSection(ProjectConfigurationPlatforms) = postSolution
-		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Debug|x64.ActiveCfg = Debug|x64
-		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Debug|x64.Build.0 = Debug|x64
-		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
-		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Debug|Any CPU.Build.0 = Debug|Any CPU
-		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Debug|x86.ActiveCfg = Debug|Any CPU
-		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Debug|x86.Build.0 = Debug|Any CPU
-		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.MinSizeRel|x64.ActiveCfg = Release|x64
-		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.MinSizeRel|x64.Build.0 = Release|x64
-		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.MinSizeRel|Any CPU.ActiveCfg = MinSizeRel|Any CPU
-		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.MinSizeRel|Any CPU.Build.0 = MinSizeRel|Any CPU
-		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.MinSizeRel|x86.ActiveCfg = MinSizeRel|Any CPU
-		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.MinSizeRel|x86.Build.0 = MinSizeRel|Any CPU
-		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Release|x64.ActiveCfg = Release|x64
-		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Release|x64.Build.0 = Release|x64
-		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Release|Any CPU.ActiveCfg = Release|Any CPU
-		{DC9A8975-8211-4FC9-A9BA-C8B9D26AD481}.Release|Any CPU.Build.0 = Release|Any CPU
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+		{2B8243FF-60C6-4607-8AAE-7762D29B0A48}.Release|Any CPU.ActiveCfg = Release|x64
+		{2B8243FF-60C6-4607-8AAE-7762D29B0A48}.Release|Any CPU.Build.0 = Release|x64
+		{2B8243FF-60C6-4607-8AAE-7762D29B0A48}.Release|x64.ActiveCfg = Release|x64
+		{2B8243FF-60C6-4607-8AAE-7762D29B0A48}.Release|x64.Build.0 = Release|x64
+		{2B8243FF-60C6-4607-8AAE-7762D29B0A48}.Release|x86.ActiveCfg = Release|x64
+		{2B8243FF-60C6-4607-8AAE-7762D29B0A48}.Release|x86.Build.0 = Release|x64
 	EndGlobalSection
 	GlobalSection(SolutionProperties) = preSolution
 		HideSolutionNode = FALSE
 	EndGlobalSection
 	GlobalSection(NestedProjects) = preSolution
+		{D7C6B9C7-1058-B1EA-FEE6-34C56B05AEDB} = {827E0CD3-B72D-47B6-A68D-7590B98EB39B}
+		{684863A1-3396-4D31-A731-C0725CF07F4E} = {D7C6B9C7-1058-B1EA-FEE6-34C56B05AEDB}
+		{45292808-4EF3-4D4A-B3F5-B75C42EE5870} = {D7C6B9C7-1058-B1EA-FEE6-34C56B05AEDB}
+		{AA57F8D9-7BD6-4161-881B-AD2CEF9A30F6} = {D7C6B9C7-1058-B1EA-FEE6-34C56B05AEDB}
+		{28A26DF7-5F7A-43A2-A548-B55FEBCC3958} = {D7C6B9C7-1058-B1EA-FEE6-34C56B05AEDB}
+		{7543386A-5EBA-4AF0-9E0F-35657B58557D} = {D7C6B9C7-1058-B1EA-FEE6-34C56B05AEDB}
 		{60E0D592-FFB3-0D0A-C4AA-E88919B48F9D} = {827E0CD3-B72D-47B6-A68D-7590B98EB39B}
-		{5DE3B533-DCE6-4BF4-8F7E-08C440E177B4} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
-		{90A48718-F6A7-4747-97EA-89632B451008} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
-	EndGlobalSection
-	GlobalSection(ExtensibilityGlobals) = postSolution
-		SolutionGuid = {422D1620-0166-4C26-9A81-CA8A2EB1AB58}
-	EndGlobalSection
-	GlobalSection(Performance) = preSolution
-		HasPerformanceSessions = true
+		{C13A5ABD-F739-4BE8-A2FE-511E989A5B43} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
+		{F7C6F079-67BA-4899-9B43-D3F8C121D264} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
+		{E60C119D-2919-4E2F-9D39-90DB1A8FF9A7} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
+		{ECBAA198-EC93-4174-8156-BDA5F5E95042} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
+		{F54AE5C0-2ECA-4151-82E6-0D7EFE88FF40} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
+		{A898C6C3-F134-4AF0-AFB3-3834C58CC0D7} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
+		{1E296FB3-D185-4A95-A1EB-AA5B37B85C60} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
+		{B6070F41-8759-448B-B56D-A7D15D489569} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
+		{B2D721AB-920C-4CD6-8DBF-6778A115A449} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
+		{38EE36C6-892C-4C94-8BB0-1ACB164E1F20} = {60E0D592-FFB3-0D0A-C4AA-E88919B48F9D}
+		{C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295} = {827E0CD3-B72D-47B6-A68D-7590B98EB39B}
+		{42C014A0-00C5-0620-8552-38912E891A7F} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
+		{D432F3E9-3D2F-4623-B7B9-CEBA6701FFC3} = {42C014A0-00C5-0620-8552-38912E891A7F}
+		{DD00F5D5-6C2F-4FDA-AE3D-25CF01A9A224} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
+		{2B8243FF-60C6-4607-8AAE-7762D29B0A48} = {C5A3B5EA-BE9F-76E5-E9B8-8A22B289B295}
 	EndGlobalSection
 EndGlobal

src/DataStreamSuite/DataStream/DataStreamExtensions.cs

@@ -23,16 +23,16 @@ public static class DataStreamExtensions {
    public static ViewStream AsViewStream<T>(this IObservable<IDataPacket<T>> source, string? name = null, ILogger? logger = null) where T : IBlueRow =>
       source as ViewStream ?? new ObservableViewStream(source.Select(dp => new DataPacket(dp.newRows, dp.addedRows, dp.deletedRows)), name, logger);
 
-   public static IObservable<DataPacket> AsObservable(this ViewStream source) {
-      return source as IObservable<DataPacket> ?? Observable.Create<DataPacket>(Subscribe);
+   public static IObservable<IDataPacket> AsObservable(this ViewStream source) {
+      return source as IObservable<IDataPacket> ?? Observable.Create<IDataPacket>(Subscribe);
 
-      IDisposable Subscribe(IObserver<DataPacket> observer) {
+      IDisposable Subscribe(IObserver<IDataPacket> observer) {
          source.onChange += OnChange;
          return Disposable.Create(() => source.onChange -= OnChange);
 
          void OnChange(object? newValue) =>
-            observer.OnNext(newValue as DataPacket ?? throw new ArgumentException(
-               $"Expected DataPacket, got {newValue?.GetType()}", nameof(newValue)));
+            observer.OnNext(newValue as IDataPacket ?? throw new ArgumentException(
+               $"Expected IDataPacket, got {newValue?.GetType()}", nameof(newValue)));
       }
    }
 

src/DataStreamSuite/DataStream/Offloading/RemoteQueryManager.cs

@@ -88,8 +88,7 @@ namespace BCG {
          return Task.CompletedTask;
       }
 
-      private void _on_str(DataPacket dp)
-      {
+      void _on_str(IDataPacket dp) {
          foreach (IBlueRow r in dp.newRows)
          {
             string name = r.get<string>("name");

src/DataStreamSuite/DataStream/Offloading/RemoteQueryStream.cs

@@ -9,7 +9,7 @@ namespace BCG {
    [DataStreamUserRespresentation("remoteQuery")]
    public class RemoteQueryStream : ViewStream {
       private readonly string _name, _stream_exp;
-      private PublisherCore _publisher_core = new PublisherCore();
+      private PublisherCore _publisher_core = PublisherCore.Create();
       private ViewStream _source_str;
 
       public RemoteQueryStream(params string[] lines) {

src/DataStreamSuite/DataStream/Primitives/Distinct/DistinctRowEvaluator.cs

@@ -14,10 +14,8 @@ namespace BCG
 		public DistinctRowEvaluator(string colMapExpression, string[] columnNames)
          : base (colMapExpression, null, columnNames) {}
 
-
-      public override IBlueRow evaluate (DataPacket packet)
-      {
-         myOutputTable = myOutputTable == null ? new GroupByOutputTable (packet.schema) : myOutputTable;
+      public override IBlueRow? evaluate(IDataPacket packet) {
+         myOutputTable ??= new GroupByOutputTable(packet.Schema);
          string hashString = GroupByStream.getRepString (packet, myGroupByCols);
          if (packet.newRows.Count == 0)
             //if there are no rows for this group we remove the group from the output table

src/DataStreamSuite/DataStream/Primitives/GroupBy/GroupByEvaluator.cs

@@ -42,7 +42,7 @@ namespace BCG
          return retVal;
       }
 
-      public abstract IBlueRow evaluate (DataPacket dp) ;
+      public abstract IBlueRow? evaluate(IDataPacket dp);
       #endregion
 
       #region Helper methods

src/DataStreamSuite/DataStream/Primitives/GroupBy/GroupByStream.cs

@@ -8,12 +8,13 @@ namespace BCG {
    internal class GroupByStream : MethodDrivenStream {
       private class MyFuncGroupByEvaluator : IGroupByEvaluator {
          private string[] _groupby_cols;
-         private Func<DataPacket, IBlueRow> _groupby_func;
-         public MyFuncGroupByEvaluator(IEnumerable<string> groupby_cols, Func<DataPacket, IBlueRow> groupby_func) {
+         readonly Func<IDataPacket, IBlueRow> _groupby_func;
+         public MyFuncGroupByEvaluator(IEnumerable<string> groupby_cols, Func<IDataPacket, IBlueRow> groupby_func) {
             _groupby_cols = groupby_cols.ToArray();
             _groupby_func = groupby_func;
          }
-         public IBlueRow evaluate(DataPacket packet) { return _groupby_func(packet); }
+         public IBlueRow evaluate(IDataPacket packet) =>
+            _groupby_func(packet);
 
          public string[] groupByColumns { get { return _groupby_cols; } }
 
@@ -32,7 +33,7 @@ namespace BCG {
       private IBlueTableSchema myOutputSchema;
       private int myIdGenerator = 0;
 
-      public GroupByStream(ViewStream stream, IEnumerable<string> groupby_cols, Func<DataPacket, IBlueRow> groupby_func)
+      public GroupByStream(ViewStream stream, IEnumerable<string> groupby_cols, Func<IDataPacket, IBlueRow> groupby_func)
          : this(stream, new MyFuncGroupByEvaluator(groupby_cols, groupby_func)) { }
 
       public GroupByStream(ViewStream stream, IGroupByEvaluator groupByEvaluator)
@@ -187,11 +188,11 @@ namespace BCG {
          }
       }
 
-      public static string getRepString(DataPacket dp, string[] colNames) {
+      public static string getRepString(IDataPacket dp, string[] colNames) {
          return BlueDataUtility.rowToString(getRepRow(dp), colNames);
       }
 
-      public static IBlueRow getRepRow(DataPacket dp) {
+      public static IBlueRow getRepRow(IDataPacket dp) {
          if (dp.newRows.Count > 0)
             return BlueDataUtility.extractRow(dp.newRows, 0);
          else if (dp.addedRows.Count > 0)

src/DataStreamSuite/DataStream/Primitives/GroupBy/IGroupByEvaluator.cs

@@ -1,5 +1,3 @@
-using System;
-
 namespace BCG
 {
    /// <summary>
@@ -14,7 +12,7 @@ namespace BCG
       /// deletetion) and the added and deletedRows being the increments. If a group has
       /// to be totally removed then a null should be returned
       /// </summary>
-      IBlueRow evaluate (DataPacket packet);
+      IBlueRow? evaluate(IDataPacket packet);
 
       /// <summary>
       /// Returns the columns (belonging to the original schema) on which this IGroupByEvaluator

src/DataStreamSuite/DataStream/Primitives/GroupBy/MaxGroupByEvaluator.cs

@@ -14,9 +14,8 @@ namespace BCG {
         public MaxGroupByEvaluator(string colMapEpression, string outputCol, string[] groupByCols)
            : base(colMapEpression, outputCol, groupByCols) { }
 
-        public override IBlueRow evaluate(DataPacket dp) {
-            myOutputTable = myOutputTable == null ? new GroupByOutputTable(dp.schema) :
-               myOutputTable;
+        public override IBlueRow? evaluate(IDataPacket dp) {
+            myOutputTable ??= new GroupByOutputTable(dp.Schema);
             string hashString = BlueDataUtility.rowToString(GroupByStream.getRepRow(dp), myGroupByCols);
             IBlueRow currMaxRow = myOutputTable.getRow(hashString);
             IBlueRow maxRow = BlueDataUtility.computeMaxRow(dp.deletedRows, myOutputColumn);

src/DataStreamSuite/DataStream/Primitives/GroupBy/MinGroupByEvaluator.cs

@@ -1,7 +1,3 @@
-using System;
-
-using BCG.Utilities;
-
 namespace BCG {
     public class MinGroupByEvaluator : MaxGroupByEvaluator {
         public MinGroupByEvaluator(string outputCol, string[] groupByCols)
@@ -10,8 +6,8 @@ namespace BCG {
         public MinGroupByEvaluator(string colMapEpression, string outputCol, string[] groupByCols) :
            base(colMapEpression, outputCol, groupByCols) { }
 
-        public override IBlueRow evaluate(DataPacket dp) {
-            myOutputTable = myOutputTable == null ? new GroupByOutputTable(dp.schema) : myOutputTable;
+        public override IBlueRow? evaluate(IDataPacket dp) {
+            myOutputTable ??= new GroupByOutputTable(dp.Schema);
             string stringRep = BlueDataUtility.rowToString(GroupByStream.getRepRow(dp), myGroupByCols);
             IBlueRow currMinRow = myOutputTable.getRow(stringRep);
             IBlueRow minRow = BlueDataUtility.computeMinRow(dp.deletedRows, myOutputColumn);

src/DataStreamSuite/DataStream/Primitives/GroupBy/SumGroupByEvaluator.cs

@@ -1,5 +1,3 @@
-using System;
-
 namespace BCG {
     /// <summary>
     /// Computes the sum for a given column
@@ -10,8 +8,8 @@ namespace BCG {
         public SumGroupByEvaluator(string colMapEpression, string outputCol, string[] groupByCols)
            : base(colMapEpression, outputCol, groupByCols) { }
 
-        public override IBlueRow evaluate(DataPacket dp) {
-            myOutputTable = myOutputTable == null ? new GroupByOutputTable(dp.schema) : myOutputTable;
+        public override IBlueRow evaluate(IDataPacket dp) {
+            myOutputTable ??= new GroupByOutputTable(dp.Schema);
 
             IBlueRow sumRow = BlueDataUtility.computeSum(dp.newRows, myOutputColumn);
             return sumRow;
@@ -33,7 +31,7 @@ namespace BCG {
 
         #region IGroupByEvaluator Members
 
-        public IBlueRow evaluate(DataPacket packet) { return BlueDataUtility.computeSum(packet.newRows, myOutputCols); }
+        public IBlueRow evaluate(IDataPacket packet) => BlueDataUtility.computeSum(packet.newRows, myOutputCols);
 
         public string[] groupByColumns { get { return myGroupByCols; } }
 
@@ -51,9 +49,8 @@ namespace BCG {
         public SumGroupByEvaluator(string colMapEpression, string outputCol, string[] groupByCols)
            : base(colMapEpression, outputCol, groupByCols) { }
 
-        public override IBlueRow evaluate(DataPacket dp) {
-            myOutputTable = myOutputTable == null ? new GroupByOutputTable(dp.schema) : myOutputTable;
-
+        public override IBlueRow evaluate(IDataPacket dp) {
+            myOutputTable ??= new GroupByOutputTable(dp.Schema);
             IBlueRow sumRow = BlueDataUtility.computeSum<T>(dp.newRows, myOutputColumn);
             return sumRow;
         }
@@ -68,7 +65,7 @@ namespace BCG {
 
         #region IGroupByEvaluator Members
 
-        public IBlueRow evaluate(DataPacket packet) { return BlueDataUtility.computeSum<T>(packet.newRows, myOutputCols); }
+        public IBlueRow evaluate(IDataPacket packet) => BlueDataUtility.computeSum<T>(packet.newRows, myOutputCols);
 
         public string[] groupByColumns { get { return myGroupByCols; } }
 

src/DataStreamSuite/DataStream/Primitives/Map/GlobalMapStream.cs

@@ -2,6 +2,8 @@ using BCG;
 
 using MongoDB.Driver.Core.WireProtocol.Messages;
 
+using Spark.Core.Diagnostics;
+
 using System;
 using System.Collections.Generic;
 using System.Linq;
@@ -37,7 +39,7 @@ namespace bts {
       }
 
       void _handle_stream_update(object dp_obj) {
-         DataPacket dp = dp_obj as DataPacket;
+         var dp = ExceptionAssert.Argument.Is<IDataPacket>(dp_obj);
          IDictionary<int, List<IBlueRow>> groups = !String.IsNullOrEmpty(_group_by_col) ?
          BlueDataUtility.group_together(dp.newRows, new string[] { _group_by_col })
          :

src/DataStreamSuite/DataStream/Primitives/Misc/PubSubTestStream.cs

@@ -70,7 +70,7 @@ namespace bts
         private readonly int _msg_size;
         private readonly TimeSpan _publish_period;
         private DateTime _last_publish_time = DateTime.MinValue;
-        private PublisherCore _pub_core = new PublisherCore();
+        private PublisherCore _pub_core = PublisherCore.Create();
         private BlueTable _table;
         private int _n_pubs = 0;
         private readonly int _max_pubs;
@@ -224,4 +224,4 @@ namespace bts
         }
 
     }
-}
+}

src/DataStreamSuite/DataStream/Primitives/Misc/PubsubEchoTestStream.cs

@@ -1,6 +1,7 @@
 using BCG;
 using BCG.Utilities.General;
 
+using Bts.PubSub;
 using Bts.PubSub.Routing;
 
 using System;
@@ -62,7 +63,9 @@ namespace bts
 
          public static PayloadMessage deserialize(byte[] ser_bytes)
          {
-            var str = new MemoryStream(ser_bytes);
+            var str = new MemoryStream(ser_bytes) {
+               Position = 0
+            };
             BinaryReader br = new BinaryReader(str);
             string guid = br.ReadString();
             Int64 timestamp_ = br.ReadInt64();
@@ -91,11 +94,17 @@ namespace bts
       };
       IOState _state = IOState.SEND;
 
-      public PubsubEchoTestStream(string server_url, TimeSpan publish_period, int payload_size, string tag_name, ViewStreamDatabase vsd) {
-         _router = new PubSubRouter(new PubSubRouterConfig() {
-            PublisherRoutes = new() { new(server_url, ".*") },
-            SubscriberRoutes = new() { new(server_url, ".*") },
-         });
+      public PubsubEchoTestStream()
+         : this(new PubSubRouter(), TimeSpan.FromSeconds(1), 8, "ECHO_TEST", ViewStreamDatabase.instance) { }
+
+      public PubsubEchoTestStream(string server_url, TimeSpan publish_period, int payload_size, string tag_name)
+         : this(server_url, publish_period, payload_size, tag_name, ViewStreamDatabase.instance) { }
+
+      public PubsubEchoTestStream(string server_url, TimeSpan publish_period, int payload_size, string tag_name, ViewStreamDatabase vsd)
+         : this(createRouter(server_url), publish_period, payload_size, tag_name, vsd) { }
+
+      public PubsubEchoTestStream(IPubSubRouter router, TimeSpan publish_period, int payload_size, string tag_name, ViewStreamDatabase vsd) {
+         _router = router;
          _vsd = vsd;
          _payload_sz = payload_size;
          var schema = BlueDataUtility.form_schema("PubSubTest",
@@ -116,7 +125,7 @@ namespace bts
 
       protected override void myOnFirstSubscriber()
       {
-         _pub_core = new PublisherCore(_router);
+         _pub_core = PublisherCore.Create(_router);
          _sub_core = new SubscriberCore(_router);
          _sub_core.subscribe(_tag_name);
          _vsd.addWorker(this);
@@ -129,6 +138,12 @@ namespace bts
          Log.notnull(_sub_core).unsubscribe(_tag_name);
       }
 
+      static PubSubRouter createRouter(string serverUrl) =>
+         new(new PubSubRouterConfig() {
+            PublisherRoutes = new() { new(serverUrl, ".*") },
+            SubscriberRoutes = new() { new(serverUrl, ".*") },
+         });
+
       private void _fire_dp_after_send()
       {
          Log.notnull(_last_sent_msg);
@@ -136,7 +151,7 @@ namespace bts
          BlueRow r = new BlueRow(_table.schema, _table.Count, _last_sent_msg.msg_id, _last_sent_msg.timestamp, DBNull.Value, DBNull.Value,
             DBNull.Value, DBNull.Value);
          _table.addRow(r);
-         var dp_out = BlueDataUtility.build_dp_inc(_table, myLastValue as DataPacket);
+         var dp_out = BlueDataUtility.build_dp_inc(_table, (myLastValue as IDataPacket)?.newRows);
          myFireEvent(dp_out);
       }
 
@@ -152,8 +167,10 @@ namespace bts
          BlueRow nr = new BlueRow(_table.schema, id, _last_sent_msg.msg_id, _last_sent_msg.timestamp, _last_recvd_msg.msg_id, recv_ts,
                                  String.Compare(_last_recvd_msg.msg_id, _last_sent_msg.msg_id) == 0, recv_ts - _last_recvd_msg.timestamp);
          _table.addRow(nr);
-         var dp_out = BlueDataUtility.build_dp_inc(_table, myLastValue as DataPacket);
-         myFireEvent(dp_out);
+         var dp_out = BlueDataUtility.build_dp_inc(_table, (myLastValue as IDataPacket)?.newRows);
+         if (dp_out.HasChanges()) {
+            myFireEvent(dp_out);
+         }
       }
 
       private string _get_next_id()

src/DataStreamSuite/DataStreamCore/BlueData/BlueDataUtility.cs

@@ -15,7 +15,6 @@ using mbts;
 using BCG.Extensions;
 using System.Text.Json;
 using System.Text.Json.Nodes;
-using Newtonsoft.Json;
 using BCG;
 using System.Runtime.CompilerServices;
 using bts;
@@ -295,7 +294,7 @@ namespace BCG {
       }
 
       public static DataPacket build_dp_inc(IBlueRowCollection new_rows, IDataPacket last_fired_dp, bool deep_row_comapre = false) =>
-         build_dp_inc(new_rows, last_fired_dp.newRows, deep_row_comapre);
+         build_dp_inc(new_rows, last_fired_dp?.newRows ?? new BlueTable(new_rows.schema), deep_row_comapre);
 
       public static DataPacket build_dp_inc(IBlueRowCollection new_rows, IBlueRowCollection lastRows, bool deep_row_comapre = false) {
          if (lastRows is null) {
@@ -360,11 +359,11 @@ namespace BCG {
       }
 
       public static Dictionary<string, string> convert_json_to_dictionary(string json_string) {
-         Dictionary<string, string> dictionary = JsonConvert.DeserializeObject<Dictionary<string, string>>(json_string);
+         Dictionary<string, string> dictionary = JsonSerializer.Deserialize<Dictionary<string, string>>(json_string);
          return dictionary;
       }
       public static IBlueRow convert_json_to_row(string json_string, int id = 0) {
-         Dictionary<string, object> dictionary = JsonConvert.DeserializeObject<Dictionary<string, object>>(json_string);
+         Dictionary<string, object> dictionary = JsonSerializer.Deserialize<Dictionary<string, object>>(json_string);
          if (!dictionary.ContainsKey("id")) {
             dictionary.Add("id", id);
          }

src/DataStreamSuite/DataStreamCore/BlueData/ColumnInfo.cs

@@ -1,4 +1,6 @@
 #nullable enable
+using Bts.DataStreamCore;
+
 using System;
 using System.Text.Json.Serialization;
 
@@ -7,6 +9,7 @@ namespace BCG {
    /// Resprsents information about a column schema, ie its ordinal, the type, the name and constant value or expression. where applicable
    /// </summary>
    [Serializable]
+   [JsonConverter(typeof(ColumnInfoJsonConverter))]
    public class ColumnInfo : IComparable<ColumnInfo>, IComparable, IEquatable<ColumnInfo> {
 
       //the default column info does not cach values in a lookup table, therefore it is in group 0
@@ -67,16 +70,12 @@ namespace BCG {
       private Type myColType;
       private object? myColValue;
 
-      [JsonPropertyName("colNo")]
       public int colNo { get { return myColNo; } }
 
-      [JsonPropertyName("colName")]
       public string colName { get { return myColName; } }
 
-      [JsonPropertyName("colType")]
       public Type colType { get { return myColType; } }
 
-      [JsonIgnore]
       public object? colValue {get{return myColValue;}}
    }
 }

src/DataStreamSuite/DataStreamCore/BlueData/ColumnInfoJsonConverter.cs

@@ -0,0 +1,27 @@
+namespace Bts.DataStreamCore;
+
+using BCG;
+
+using Spark.Core.Json;
+
+using System;
+using System.Text.Json;
+using System.Text.Json.Nodes;
+using System.Text.Json.Serialization;
+
+public class ColumnInfoJsonConverter : JsonConverter<ColumnInfo> {
+   public override ColumnInfo Read(ref Utf8JsonReader reader, Type typeToConvert, JsonSerializerOptions options) {
+      var jobj = JsonSerializer.Deserialize<JsonObject>(ref reader);
+      return new(
+         jobj[nameof(ColumnInfo.colName)].GetValue<string>(),
+         jobj[nameof(ColumnInfo.colNo)].GetValue<int>(),
+         Type.GetType(jobj[nameof(ColumnInfo.colType)].GetValue<string>()));
+   }
+
+   public override void Write(Utf8JsonWriter writer, ColumnInfo value, JsonSerializerOptions options) {
+      using var _ = writer.WriteObject();
+      writer.WriteString(nameof(ColumnInfo.colName), value.colName);
+      writer.WriteNumber(nameof(ColumnInfo.colNo), value.colNo);
+      writer.WriteString(nameof(ColumnInfo.colType), value.colType.ToString());
+   }
+}

src/DataStreamSuite/DataStreamCore/DataPacket.cs

@@ -41,7 +41,7 @@ namespace BCG {
       }
 
       public IBlueRowCollection newRows, addedRows, deletedRows;
-      public IDictionary<string, object> meta_data = null;
+      public Dictionary<string, object> meta_data = null;
       public DataPacket() { }
 
       public DataPacket(IBlueTableSchema schema)
@@ -53,7 +53,7 @@ namespace BCG {
          this.deletedRows = deletedRows;
       }
       public DataPacket(IBlueRowCollection newRows, IBlueRowCollection addedRows, IBlueRowCollection deletedRows,
-                  IDictionary<string, object> meta_data) {
+                  Dictionary<string, object> meta_data) {
          this.newRows = newRows;
          this.addedRows = addedRows;
          this.deletedRows = deletedRows;
@@ -63,6 +63,7 @@ namespace BCG {
       IBlueRowCollection IDataPacket.newRows => newRows;
       IBlueRowCollection IDataPacket.addedRows => addedRows;
       IBlueRowCollection IDataPacket.deletedRows => deletedRows;
+      IReadOnlyDictionary<string, object> IDataPacket.Metadata => meta_data;
 
       public void get_new_added_deleted(out ICollection new_rows, out ICollection added_rows, out ICollection deleted_rows) {
          new_rows = newRows;

src/DataStreamSuite/DataStreamCore/DataStreamCore.csproj

@@ -8,7 +8,6 @@
 
   <ItemGroup>
     <PackageReference Include="Google.Protobuf" Version="3.24.3" />
-    <PackageReference Include="Newtonsoft.Json" Version="13.0.3" />
     <PackageReference Include="OpenAI" Version="2.0.0" />
     <PackageReference Include="SimMetrics.Net" Version="1.0.5" />
   </ItemGroup>

src/DataStreamSuite/DataStreamCore/DynamicLoading/PrimitiveManager.cs

@@ -44,11 +44,6 @@ namespace BCG {
       /// </summary>
       /// <param name="assemblyName"></param>
       public void loadAssembly(string assemblyName) {
-         Func<Type, bool> is_blue_orb = (t) => {
-            //if (!assemblyName.Contains("SharedStreams.dll"))
-            //   return true;
-            return t.Namespace == "bts.BlueOrb";// || t.Namespace == "BCG";
-         };
          bts.Log.Gen.info($"PrimitiveManager.loadAssembly assemblyName: {assemblyName}");
          if (myAssemblyNames.Contains(assemblyName))
             return;
@@ -58,7 +53,7 @@ namespace BCG {
             Assembly.LoadFrom(assemblyName);
 
          foreach (Type type in loadedAssembly.GetTypes())
-            if (!type.IsInterface && is_blue_orb(type)
+            if (!type.IsInterface
                && !type.IsAbstract
                && type.IsSubclassOf(typeof(ViewStream))
                && type.IsPublic) {

src/DataStreamSuite/DataStreamCore/IDataPacket.cs

@@ -13,6 +13,7 @@ namespace BCG {
       IBlueRowCollection newRows { get; }
       IBlueRowCollection addedRows { get; }
       IBlueRowCollection deletedRows { get; }
+      IReadOnlyDictionary<string, object> Metadata { get; }
       //this is an ICollection of IDictionary
       void get_new_added_deleted(out ICollection new_rows, out ICollection added_rows, out ICollection deleted_rows);
    }

src/DataStreamSuite/DataStreamCore/Messaging/Publish/PubTableBroker.cs

@@ -1,15 +1,10 @@
-using System;
-using System.Collections;
-using System.Collections.Generic;
-using System.Linq.Expressions;
-using System.Xml.Serialization;
-
-using BCG.Utilities;
-
 using bts;
 
 using Bts.DataStreamCore;
 
+using System;
+using System.Collections.Generic;
+
 namespace BCG {
    /// <summary>
    /// This class will be used by the clients to publish tabular data to the pubsub
@@ -22,7 +17,7 @@ namespace BCG {
       protected bool myWaitingForFirstOp = false;
 
       public PubTableBroker()
-         : this(new PublisherCore()) { }
+         : this(PublisherCore.Create()) { }
 
       public PubTableBroker(IPublisherCore publisher) {
          _publisher_core = publisher;

src/DataStreamSuite/DataStreamPublisher/DataStreamPublisher.csproj

@@ -11,10 +11,20 @@
     <PackageReference Include="CommandLineParser" Version="2.9.1" />
   </ItemGroup>
 
-  <ItemGroup>
-    <ProjectReference Include="..\Bts.Extensions.Hosting\Bts.Extensions.Hosting.csproj" />
-    <ProjectReference Include="..\SharedStreams\SharedStreams.csproj" />
-  </ItemGroup>
+  <Choose>
+    <When Condition="'$(UseProjectRefs)' == 'true'">
+      <ItemGroup>
+        <ProjectReference Include="..\..\cs\Bts.Extensions.Hosting\Bts.Extensions.Hosting.csproj" />
+        <ProjectReference Include="..\SharedStreams\SharedStreams.csproj" />
+      </ItemGroup>
+    </When>
+    <Otherwise>
+      <ItemGroup>
+        <PackageReference Include="Bts.Extensions.Hosting" Version="$(SparkVersion)" />
+        <PackageReference Include="SharedStreams" Version="$(SparkVersion)" />
+      </ItemGroup>
+    </Otherwise>
+  </Choose>
 
   <ItemGroup>
     <ConfigurationProfile Include="appsettings.Development.json" />

src/DataStreamSuite/DataStreamPublisher/Services/DataStreamPublisherService.cs

@@ -8,11 +8,11 @@ using Bts.DataStreamCore;
 using Bts.DataStreamExpressions;
 using Bts.PubSub;
 
+using global::Spark.Core.Disposables;
+
 using Microsoft.Extensions.Hosting;
 using Microsoft.Extensions.Options;
 
-using Spark.Core.Disposables;
-
 using System;
 using System.Collections.Generic;
 using System.Linq;

src/DataStreamSuite/DataStreamQueryAnalyzer/DataStreamQueryAnalyzer.csproj

@@ -16,6 +16,12 @@
     <ProjectReference Include="..\BaseUtilities\BaseUtilities.csproj" />
     <ProjectReference Include="..\GuiUtilities\GuiUtilities.csproj" />
     <ProjectReference Include="..\SharedStreams\SharedStreams.csproj" />
+    <ProjectReference Include="..\..\cs\Bts.Extensions.Hosting\Bts.Extensions.Hosting.csproj" />
+  </ItemGroup>
+
+  <ItemGroup>
+    <ConfigurationProfile Include="appsettings.json" />
+    <ConfigurationProfile Include="appsettings.*.json" />
   </ItemGroup>
 
 </Project>

src/DataStreamSuite/DataStreamQueryAnalyzer/MainForm.Designer.cs

@@ -2,21 +2,6 @@
 {
    public partial class MainForm
    {
-      /// <summary>
-      /// Clean up any resources being used.
-      /// </summary>
-      protected override void Dispose(bool disposing)
-      {
-         if (disposing)
-         {
-            if (components != null)
-            {
-               components.Dispose();
-            }
-         }
-         base.Dispose(disposing);
-      }
-
       #region Windows Form Designer generated code
       /// <summary>
       /// Required method for Designer support - do not modify

src/DataStreamSuite/DataStreamQueryAnalyzer/MainForm.cs

@@ -1,16 +1,25 @@
 using bts;
 
+using Bts.DataStream;
 using Bts.DataStreamExpressions;
 using Bts.PubSub;
 
+using Spark.Core.Disposables;
+using Spark.Core.Reactive;
+
 using System;
-using System.Collections.Generic;
 using System.Collections;
+using System.Collections.Generic;
 using System.ComponentModel;
 using System.Diagnostics;
 using System.Drawing;
 using System.IO;
+using System.Linq;
+using System.Reactive;
+using System.Reactive.Linq;
+using System.Reactive.Subjects;
 using System.Text.RegularExpressions;
+using System.Threading;
 using System.Windows.Forms;
 
 namespace BCG
@@ -35,8 +44,11 @@ namespace BCG
       private string mySite = "TODO";
       private string myLastClassName = "MyView";
       private ViewStream? myAllTagsStream;
+      IBlueRowCollection? tagRows;
       private string myKQ;
       private TextWriter? myConsoleOutput;
+      IDataPacket? pendingData;
+      IDisposable? titleSub;
 
       public MainForm()
       {
@@ -44,6 +56,17 @@ namespace BCG
          InitializeComponent();
          // myKQ = ConfigurationRequester.getApplicationQualifier();         
          myKQ = "TODO";
+         var handleCreatedSubject = new Subject<bool>();
+         HandleCreated += (s, e) => handleCreatedSubject.OnNext(true);
+         titleSub = Disposable.Create(
+            handleCreatedSubject.SelectSeries(_ =>
+               Observable.FromEvent(
+                  cb => Invoke(() => titleInvalidated += cb),
+                  cb => Invoke(() => titleInvalidated -= cb))
+               .Prepend(Unit.Default)
+               .SelectSeries(_ => new PubsubRoutesStream().AsObservable().Take(1)))
+               .Subscribe(dp => BeginInvoke(() => refreshTitle(dp.newRows))),
+            handleCreatedSubject);
          mySetText();
 
          myWindowState = new PersistWindowState();
@@ -58,11 +81,25 @@ namespace BCG
          };
       }
 
+      event Action? titleInvalidated;
+
       public string query_text
       {
          get { return myQueryTextBox.Text; }
          set { myQueryTextBox.Text = value; }
       }
+
+      /// <summary>
+      /// Clean up any resources being used.
+      /// </summary>
+      protected override void Dispose(bool disposing) {
+         if (disposing) {
+            Disposable.Dispose(ref titleSub);
+            components?.Dispose();
+         }
+         base.Dispose(disposing);
+      }
+
       private ViewStream myGetAllTagsStream()
       {
          // TODO: Port PublishedTagsStream from edge (then we can uncomment impl below)
@@ -74,9 +111,10 @@ namespace BCG
 
       private void mySetText()
       {
-         ViewStream routes = new PubsubRoutesStream();
-         routes.onChange += (o) => { };
-         var rows = routes.rows;
+         titleInvalidated?.Invoke();
+      }
+
+      void refreshTitle(IBlueRowCollection rows) {
          string route_txt = String.Empty;
          foreach (IBlueRow r in rows)
          {
@@ -144,8 +182,10 @@ namespace BCG
 
       private void myHandleTableListChange(object o)
       {
-         IBlueRowCollection rows = (o as DataPacket).newRows;
-         myUpdateTableList();
+         BeginInvoke(() => {
+            tagRows = ((IDataPacket)o).newRows;
+            myUpdateTableList();
+         });
       }
 
 
@@ -334,18 +374,24 @@ namespace BCG
       // this is the stream callback
       private void myCallback(object o)
       {
-         _stopwatch.Stop();
-         var timer = Stopwatch.StartNew();
-         DataPacket dp = o as DataPacket;
-         myCrono.Stop();
-         Log.Ui.diag($"Received callback for {dp.schema.tableName}");
-         if (o == null)
-         {
-            System.Windows.Forms.MessageBox.Show(this, "Received a Null Data packet",
-                                                   "Invalid Data", MessageBoxButtons.OK, MessageBoxIcon.Error);
+         var dp = (IDataPacket)o;
+         Log.Ui.diag(dp.GetIncrementalIdString());
+         Volatile.Write(ref pendingData, dp);
+      }
+
+      private Stopwatch myCrono = new();
+
+      private DataStreamExpression? myExp;
+
+      private void myTimer_Tick(object sender, System.EventArgs e)
+      {
+         var dp = Interlocked.Exchange(ref pendingData, null);
+         if (dp is null) {
             return;
          }
-         Log.Ui.diag(dp.toIncrementalIDString());
+         _stopwatch.Stop();
+         var timer = Stopwatch.StartNew();
+         myCrono.Stop();
          myToolStripStatusLabelTime.BackColor = Color.Black;
          myToolStripStatusLabelRows.BackColor = Color.Black;
          myToolStripStatusLabelTime.ForeColor = Color.White;
@@ -362,7 +408,7 @@ namespace BCG
          {
             myChangeStyle = false;
             myDataGrid.Columns.Clear();
-            myDataGrid.Columns.AddRange(Array.ConvertAll(dp.schema.columnInfo, _column_factory));
+            myDataGrid.Columns.AddRange(Array.ConvertAll(dp.Schema.columnInfo, _column_factory));
          }
          myCrono.Restart();
          // myDataGrid.CaptionText = myCrono.time.TotalMilliseconds + " ms ";
@@ -373,35 +419,13 @@ namespace BCG
 
          var varNames = new List<string>(0);
          var code = myExp?.print(9, varNames);
-         myPrintCode(dp.schema, varNames, code);
+         myPrintCode(dp.Schema, varNames, code);
          myConsoleRichTextBox.Clear();
          // this was was very very slow
          //myConsoleRichTextBox.Text = BlueDataUtility.get_printed_rows(dp.newRows, (col) => 30);
          timer.Stop();
          Log.Gen.info(
-            $"DSQA MainForm.myCallback table: {dp.schema.tableName} rows: {dp.newRows.Count} time: {timer.Elapsed.TotalMilliseconds:0.00}ms");
-      }
-
-      private Stopwatch myCrono = new();
-
-      private DataStreamExpression? myExp;
-
-      private void myTimer_Tick(object sender, System.EventArgs e)
-      {
-         // try 
-         // {
-         ViewStreamDatabase.instance.doWork();
-         MasterWorker.getInstance(false).doWork();
-         //}
-         // catch (Exception exc) {
-         //    Log.Ui.warn(exc.ToString());
-
-         //    myDataGrid.DataSource = null;
-         //    //myTabControl.SelectedIndex = 1;
-         //    myTabControl.SelectedTab = myErrorTabPage;
-         //    myErrorTextBox.Text = exc.Message;
-         //    myErrorTextBox.Text += "\n" + exc.StackTrace;
-         // }
+            $"DSQA MainForm.myCallback table: {dp.Schema.tableName} rows: {dp.newRows.Count} time: {timer.Elapsed.TotalMilliseconds:0.00}ms");
       }
 
       class StringWrapper
@@ -684,7 +708,7 @@ namespace BCG
 
       private void myUpdateTableList()
       {
-         IBlueRowCollection rows = myAllTagsStream.rows;
+         var rows = tagRows;
          if (rows == null)
             return;
 
@@ -742,20 +766,25 @@ namespace BCG
 
          ViewStream s = new LoaderStream(@"P:\Dropbox\Data\spread_md_esoa_cme");
          s = new MutableAppendStream(s, s);
-         //s = new MutableAppendStream(s, s);
-         List<IBlueRow> rows = new List<IBlueRow>();
-         foreach (IBlueRow r in s.rows)
-            rows.Add(r);
+         s.onChange += OnChange;
 
-         for (int i = 0; i < 100; i++)
-         {
-            timer.Restart();
-            rows.Sort(delegate (IBlueRow r1, IBlueRow r2)
+         void OnChange(object? obj) {
+            s.onChange -= OnChange;
+            //s = new MutableAppendStream(s, s);
+            var rowCollection = ((IDataPacket)obj!).newRows;
+            var rows = new List<IBlueRow>(rowCollection.Count);
+            rows.AddRange(rowCollection.Cast<IBlueRow>());
+
+            for (int i = 0; i < 100; i++)
             {
-               return _sort_dicts_index(r1, r2, 5, true);
-            });
-            timer.Stop();
-            Log.Ui.diag($"nrows = {rows.Count} sorting time = {timer.Elapsed.TotalMilliseconds:0.00}ms");
+               timer.Restart();
+               rows.Sort(delegate (IBlueRow r1, IBlueRow r2)
+               {
+                  return _sort_dicts_index(r1, r2, 5, true);
+               });
+               timer.Stop();
+               Log.Ui.diag($"nrows = {rows.Count} sorting time = {timer.Elapsed.TotalMilliseconds:0.00}ms");
+            }
          }
       }
 

src/DataStreamSuite/DataStreamQueryAnalyzer/Program.cs

@@ -1,59 +1,61 @@
 using BCG;
 
-using bts;
-using bts.api.core;
+using Bts.DataStream.Services;
+using Bts.DataStreamCore.Services;
+using Bts.Extensions.Hosting;
+using Bts.PubSub.Services;
 
-using Bts.DataStreamQueryAnalyzer;
-using Bts.PubSub;
-
-using CommandLine;
+using Microsoft.Extensions.DependencyInjection;
+using Microsoft.Extensions.Hosting;
 
+using Spark.Api.MarketData;
 using Spark.Api.Services;
 using Spark.Core.Services;
 
 using System;
+using System.Threading;
 using System.Threading.Tasks;
 using System.Windows.Forms;
 
 static class Program {
-   [STAThread]
-   static async Task Main(string[] args) {
-      await Parser.Default.ParseArguments<DataStreamQueryAnalyzerConfig>(args)
-         .MapResult(RunAsync, errs => Task.FromResult(1));
-
-      async Task<int> RunAsync(DataStreamQueryAnalyzerConfig cfg) {
-         try {
-            cfg.MergeWithConfigFile();
-            cfg.MergeWith(DataStreamQueryAnalyzerConfig.Default());
-            PubSubConfig.SetGlobalConfig(Log.notnull(cfg.PubSub));
-            var configLoader = new SparkConfigLoader(new SparkConfigLoaderOpts() { ConfigServer = cfg.Sparkd });
-            var serviceContext = new ServiceContext(configLoader);
-            var credentials = new SparkApiCredentials() {
-               User = cfg.User,
-               Password = cfg.Password
-            };
-            var loginService = new SparkdLoginService(serviceContext, credentials, configLoader);
-            var permissions = new UserDataPermissions(loginService);
-            var mdClientConfig = new MarketDataClientConfig() { HotPollInterval = TimeSpan.FromSeconds(0.5) };
-            var mdClient = new MarketDataClient(configLoader, loginService, permissions, mdClientConfig);
+   static async Task<int> Main(string[] args) {
+      Console.Write("Starting DataStreamQueryAnalyzer");
+      int exitCode = 0;
+      IHost? host = null;
+      try {
+         host = HostBuilderExtensions.CreateBtsBuilder(args)
+            .ConfigureServices(ConfigureServices)
+            .Build();
+         var mdClient = host.Services.GetService<IMarketDataClient>();
+         if (mdClient is not null) {
             PrimitiveManager.SetMarketDataClient(mdClient);
-            using var vsd = new ViewStreamDatabase(new SubscriberCoreFactory());
-            ViewStreamDatabase.SetGlobalInstance(new ViewStreamDatabase(new SubscriberCoreFactory()));
-            Log.Gen.info("Starting DataStreamQueryAnalyzer");
-            var mainForm = new MainForm();
-            if (cfg.StreamFile is not null) {
-               mainForm.loadFile(cfg.StreamFile);
-            }
-            Application.Run(mainForm);
-         } catch (Exception ex) {
-            // Write the error to console first, in case the logging system is compromised.
-            var error_msg = $"DataStreamPublisher threw exception:\n{ex}";
-            Console.Error.WriteLine(error_msg);
-            Console.Error.Flush();
-            bts.Log.Gen.error(error_msg);
-            return 1;
          }
-         return 0;
+         await host.StartAsync();
+         var winFormsThread = new Thread(RunWinFormsApp);
+         winFormsThread.SetApartmentState(ApartmentState.STA);
+         winFormsThread.Start();
+         winFormsThread.Join();
+      } catch (Exception ex) {
+         Console.Error.Write($"DataStreamQueryAnalyzer crashed: {ex}");
+         exitCode = 1;
       }
+      if (host is not null) {
+         await host.StopAsync();
+      }
+      return exitCode;
    }
+
+   static void RunWinFormsApp() {
+      var win = new MainForm();
+      Application.Run(win);
+   }
+
+   static void ConfigureServices(HostBuilderContext context, IServiceCollection services) =>
+      services.AddSpark(context.Configuration.GetSection("Spark"))
+         .AddSparkApi(context.Configuration.GetSection("SparkApi"))
+         .AddMasterWorker(context.Configuration.GetSection("MasterWorker"))
+         .AddViewStreamDatabase()
+         .AddPubSubClient(context.Configuration.GetSection("PubSub"))
+         .AddPubTableBroker()
+         .AddRemoteQueryManager();
 }

src/DataStreamSuite/DataStreamQueryAnalyzer/appsettings.json

@@ -6,9 +6,9 @@
     "Interval": "00:00:00.1"
   },
   "Spark": {
-    "ConfigServer": "http://127.0.0.1:8000/config"
   },
   "SparkApi": {
+    "IsEnabled": false,
     "Credentials": {
       "User": "bts",
       "Password": ""

src/DataStreamSuite/DataStreamSuite.sln

@@ -37,9 +37,11 @@ Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.ColumnExpressions", "Bt
 EndProject
 Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.ColumnSortExpressions", "Bts.ColumnSortExpressions\Bts.ColumnSortExpressions.csproj", "{B038CB72-4E81-4AF1-976F-ED8655C2C3D6}"
 EndProject
-Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Extensions.Hosting", "Bts.Extensions.Hosting\Bts.Extensions.Hosting.csproj", "{5C528A65-E43C-48A2-8CA9-ED2D0E356A37}"
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Extensions.Hosting", "..\cs\Bts.Extensions.Hosting\Bts.Extensions.Hosting.csproj", "{5C528A65-E43C-48A2-8CA9-ED2D0E356A37}"
 EndProject
-Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Net", "Bts.Net\Bts.Net.csproj", "{496333E0-E11D-45EE-B0D6-BBAA824A120D}"
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.Net", "..\cs\Bts.Net\Bts.Net.csproj", "{496333E0-E11D-45EE-B0D6-BBAA824A120D}"
+EndProject
+Project("{FAE04EC0-301F-11D3-BF4B-00C04F79EFBC}") = "Bts.IO.Compression", "..\cs\Bts.IO.Compression\Bts.IO.Compression.csproj", "{3BF059B0-51C0-44A8-8297-9B7464DC5BA3}"
 EndProject
 Global
 	GlobalSection(SolutionConfigurationPlatforms) = preSolution
@@ -279,6 +281,18 @@ Global
 		{496333E0-E11D-45EE-B0D6-BBAA824A120D}.Release|x64.Build.0 = Release|Any CPU
 		{496333E0-E11D-45EE-B0D6-BBAA824A120D}.Release|x86.ActiveCfg = Release|Any CPU
 		{496333E0-E11D-45EE-B0D6-BBAA824A120D}.Release|x86.Build.0 = Release|Any CPU
+		{3BF059B0-51C0-44A8-8297-9B7464DC5BA3}.Debug|Any CPU.ActiveCfg = Debug|Any CPU
+		{3BF059B0-51C0-44A8-8297-9B7464DC5BA3}.Debug|Any CPU.Build.0 = Debug|Any CPU
+		{3BF059B0-51C0-44A8-8297-9B7464DC5BA3}.Debug|x64.ActiveCfg = Debug|Any CPU
+		{3BF059B0-51C0-44A8-8297-9B7464DC5BA3}.Debug|x64.Build.0 = Debug|Any CPU
+		{3BF059B0-51C0-44A8-8297-9B7464DC5BA3}.Debug|x86.ActiveCfg = Debug|Any CPU
+		{3BF059B0-51C0-44A8-8297-9B7464DC5BA3}.Debug|x86.Build.0 = Debug|Any CPU
+		{3BF059B0-51C0-44A8-8297-9B7464DC5BA3}.Release|Any CPU.ActiveCfg = Release|Any CPU
+		{3BF059B0-51C0-44A8-8297-9B7464DC5BA3}.Release|Any CPU.Build.0 = Release|Any CPU
+		{3BF059B0-51C0-44A8-8297-9B7464DC5BA3}.Release|x64.ActiveCfg = Release|Any CPU
+		{3BF059B0-51C0-44A8-8297-9B7464DC5BA3}.Release|x64.Build.0 = Release|Any CPU
+		{3BF059B0-51C0-44A8-8297-9B7464DC5BA3}.Release|x86.ActiveCfg = Release|Any CPU
+		{3BF059B0-51C0-44A8-8297-9B7464DC5BA3}.Release|x86.Build.0 = Release|Any CPU
 	EndGlobalSection
 	GlobalSection(SolutionProperties) = preSolution
 		HideSolutionNode = FALSE

src/DataStreamSuite/DataStreamTests/TestDriverStream.cs

@@ -5,7 +5,7 @@ using BCG.Utilities.General;
 
 using Bts.DataStreamCore;
 
-using Spark.Core.Collections;
+using global::Spark.Core.Collections;
 
 public class TestDriverStream : ViewStream, IWorker {
    readonly IBlueTableSchema schema;

src/DataStreamSuite/PubSub/Client/PubSubTagHandlerFactoryConfig.cs

@@ -17,11 +17,6 @@ public class PubSubTagHandlerFactoryConfig {
    public static PubSubTagHandlerFactoryConfig Default() {
       return new() {
          Handlers = new() {
-            new() {
-               TagType = string.Empty,
-               Assembly = "DataStreamCore",
-               Class = "bts.PubsubServerStreamTagHandler",
-            },
             new() {
                TagType = DSTagManager.DataStreamTagType,
                Assembly = "DataStreamCore",
@@ -36,7 +31,12 @@ public class PubSubTagHandlerFactoryConfig {
                TagType = "System_Stats",
                Assembly = "PubSub",
                Class = "BCG.SystemStatsPublisher",
-            }
+            },
+            new() {
+               TagType = ".*",
+               Assembly = "DataStreamCore",
+               Class = "bts.PubsubServerGenericDataHandler",
+            },
          }
       };
    }

src/DataStreamSuite/PubSub/Misc/CompressionUtilities/CompressionUtilities.csproj

@@ -1,273 +0,0 @@
-<?xml version="1.0" ?>
-<Project DefaultTargets="Build" ToolsVersion="15.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
-  <PropertyGroup>
-    <ProjectType>Local</ProjectType>
-    <ProductVersion>9.0.30729</ProductVersion>
-    <SchemaVersion>2.0</SchemaVersion>
-    <ProjectGuid>{41DBB1A3-1A4E-457D-BB2C-BFDE486E328B}</ProjectGuid>
-    <Configuration Condition=" '$(Configuration)' == '' ">Debug</Configuration>
-    <Platform Condition=" '$(Platform)' == '' ">x64</Platform>
-    <ApplicationIcon>
-    </ApplicationIcon>
-    <AssemblyKeyContainerName>
-    </AssemblyKeyContainerName>
-    <AssemblyName>CompressionUtilities</AssemblyName>
-    <AssemblyOriginatorKeyFile>..\..\StrongNameKeys\Builder.snk</AssemblyOriginatorKeyFile>
-    <DefaultClientScript>JScript</DefaultClientScript>
-    <DefaultHTMLPageLayout>Grid</DefaultHTMLPageLayout>
-    <DefaultTargetSchema>IE50</DefaultTargetSchema>
-    <DelaySign>false</DelaySign>
-    <OutputType>Library</OutputType>
-    <RootNamespace>CompressionUtilities</RootNamespace>
-    <RunPostBuildEvent>OnBuildSuccess</RunPostBuildEvent>
-    <StartupObject>
-    </StartupObject>
-    <SignAssembly>false</SignAssembly>
-    <TargetFrameworkVersion>v4.0</TargetFrameworkVersion>
-    <ApplicationRevision>0</ApplicationRevision>
-    <ApplicationVersion>1.0.0.%2a</ApplicationVersion>
-  </PropertyGroup>
-  <PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Debug|AnyCPU' ">
-    <AllowUnsafeBlocks>false</AllowUnsafeBlocks>
-    <BaseAddress>285212672</BaseAddress>
-    <CheckForOverflowUnderflow>false</CheckForOverflowUnderflow>
-    <ConfigurationOverrideFile>
-    </ConfigurationOverrideFile>
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-    <Compile Include="SharpZipLib\Tar\TarOutputStream.cs">
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-    <Compile Include="SharpZipLib\ZipException.cs">
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-    <Compile Include="SharpZipLib\Zip\Compression\DeflaterConstants.cs">
-      <SubType>Code</SubType>
-    </Compile>
-    <Compile Include="SharpZipLib\Zip\Compression\DeflaterEngine.cs">
-      <SubType>Code</SubType>
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-    <Compile Include="SharpZipLib\Zip\Compression\DeflaterHuffman.cs">
-      <SubType>Code</SubType>
-    </Compile>
-    <Compile Include="SharpZipLib\Zip\Compression\DeflaterPending.cs">
-      <SubType>Code</SubType>
-    </Compile>
-    <Compile Include="SharpZipLib\Zip\Compression\Inflater.cs">
-      <SubType>Code</SubType>
-    </Compile>
-    <Compile Include="SharpZipLib\Zip\Compression\InflaterDynHeader.cs">
-      <SubType>Code</SubType>
-    </Compile>
-    <Compile Include="SharpZipLib\Zip\Compression\InflaterHuffmanTree.cs">
-      <SubType>Code</SubType>
-    </Compile>
-    <Compile Include="SharpZipLib\Zip\Compression\PendingBuffer.cs">
-      <SubType>Code</SubType>
-    </Compile>
-    <Compile Include="SharpZipLib\Zip\Compression\Streams\DeflaterOutputStream.cs">
-      <SubType>Code</SubType>
-    </Compile>
-    <Compile Include="SharpZipLib\Zip\Compression\Streams\InflaterInputStream.cs">
-      <SubType>Code</SubType>
-    </Compile>
-    <Compile Include="SharpZipLib\Zip\Compression\Streams\OutputWindow.cs">
-      <SubType>Code</SubType>
-    </Compile>
-    <Compile Include="SharpZipLib\Zip\Compression\Streams\StreamManipulator.cs">
-      <SubType>Code</SubType>
-    </Compile>
-    <Compile Include="SharpZipLib\Zip\ZipConstants.cs">
-      <SubType>Code</SubType>
-    </Compile>
-    <Compile Include="SharpZipLib\Zip\ZipEntry.cs">
-      <SubType>Code</SubType>
-    </Compile>
-    <Compile Include="SharpZipLib\Zip\ZipFile.cs">
-      <SubType>Code</SubType>
-    </Compile>
-    <Compile Include="SharpZipLib\Zip\ZipInputStream.cs">
-      <SubType>Code</SubType>
-    </Compile>
-    <Compile Include="SharpZipLib\Zip\ZipOutputStream.cs">
-      <SubType>Code</SubType>
-    </Compile>
-  </ItemGroup>
-  <ItemGroup>
-    <BootstrapperPackage Include="Microsoft.Net.Client.3.5">
-      <Visible>False</Visible>
-      <ProductName>.NET Framework 3.5 SP1 Client Profile</ProductName>
-    </BootstrapperPackage>
-    <BootstrapperPackage Include="Microsoft.Net.Framework.3.5.SP1">
-      <Visible>False</Visible>
-      <ProductName>.NET Framework 3.5 SP1</ProductName>
-    </BootstrapperPackage>
-    <BootstrapperPackage Include="Microsoft.Windows.Installer.3.1">
-      <Visible>False</Visible>
-      <ProductName>Windows Installer 3.1</ProductName>
-    </BootstrapperPackage>
-  </ItemGroup>
-  <Import Project="..\..\build\blue2.cs.targets"/>
-  <PropertyGroup>
-    <PreBuildEvent>
-    </PreBuildEvent>
-    <PostBuildEvent>
-    </PostBuildEvent>
-  </PropertyGroup>
-</Project>

src/DataStreamSuite/PubSub/PubSub.csproj

@@ -4,17 +4,20 @@
     <AllowUnsafeBlocks>true</AllowUnsafeBlocks>
     <TargetFramework>net8.0</TargetFramework>
     <Nullable>enable</Nullable>
+    <PackageId>Bts.PubSub</PackageId>
   </PropertyGroup>
 
   <Choose>
     <When Condition="'$(UseProjectRefs)' == 'true'">
       <ItemGroup>
+        <ProjectReference Include="..\..\cs\Bts.IO.Compression\Bts.IO.Compression.csproj" />
         <ProjectReference Include="..\..\cs\Bts.Spark.Core\Bts.Spark.Core.csproj" />
-        <ProjectReference Include="..\Bts.Net\Bts.Net.csproj" />
+        <ProjectReference Include="..\..\cs\Bts.Net\Bts.Net.csproj" />
       </ItemGroup>
     </When>
     <Otherwise>
       <ItemGroup>
+        <PackageReference Include="Bts.IO.Compression" Version="$(SparkVersion)" />
         <PackageReference Include="Bts.Spark.Core" Version="$(SparkVersion)" />
         <PackageReference Include="Bts.Net" Version="$(SparkVersion)" />
       </ItemGroup>

src/DataStreamSuite/PubSub/PublisherCore.cs

@@ -43,10 +43,7 @@ namespace BCG {
 
       #region constructors
 
-      public PublisherCore(IPubSubRouter? router = null, IPubSubTagHandlerFactory? tagHandlerFactory = null, IServiceProvider? serviceProvider = null) {
-         router ??= new PubSubRouter();
-         serviceProvider ??= PubSubServices.ServiceProvider;
-         tagHandlerFactory ??= new PubsubTagHandlerFactory(serviceProvider, PubSubTagHandlerFactoryConfig.Default());
+      public PublisherCore(IPubSubRouter router, IPubSubTagHandlerFactory tagHandlerFactory) {
          _router = router;
          _state = new(tagHandlerFactory);
          Thread pump_thread = new Thread(new ThreadStart(_message_pump));
@@ -54,6 +51,14 @@ namespace BCG {
          pump_thread.Start();
       }
 
+      public static PublisherCore Create(IPubSubRouter? router = null, IPubSubTagHandlerFactory? tagHandlerFactory = null, IServiceProvider? serviceProvider = null) {
+         router ??= new PubSubRouter();
+         tagHandlerFactory ??= new PubsubTagHandlerFactory(
+            serviceProvider ?? PubSubServices.ServiceProvider,
+            PubSubConfig.Instance.TagHandlerFactory ?? PubSubTagHandlerFactoryConfig.Default());
+         return new(router, tagHandlerFactory);
+      }
+
       public void Dispose() { }
       #endregion
 

src/DataStreamSuite/PubSub/Services/PubSubServices.cs

@@ -114,6 +114,7 @@ public static class PubSubServices {
       PubSubConfig.SetGlobalConfig(configurationSection.Get<PubSubConfig>() ?? PubSubConfig.Default());
       return services.AddGlobalServiceProvider()
          .AddPubSubRouter(configurationSection.GetSection(nameof(PubSubConfig.Routing)))
+         .AddTagHandlerFactory(configurationSection.GetSection(nameof(PubSubConfig.TagHandlerFactory)))
          .AddPublisherCore()
          .AddSubscriberCore()
          .AddManagedSubscriber();

src/DataStreamSuite/PubSub/Testing/TestPublisher.cs

@@ -1,10 +1,5 @@
-using BCG;
-
-using bts;
-
 using System;
 using System.IO;
-using System.Runtime.Serialization;
 
 namespace BCG {
    public class TestPubItem : IPubItem {
@@ -24,7 +19,7 @@ namespace BCG {
    }
    public class TestPublisher {
       TestPubItem _tbi = new TestPubItem();
-      IPublisherCore pcore = new PublisherCore();
+      IPublisherCore pcore = PublisherCore.Create();
       bool _hit_key_to_send = false;
       public TestPublisher(bool hit_key_to_send) {
          _hit_key_to_send = hit_key_to_send;
@@ -50,4 +45,4 @@ namespace BCG {
          }
       }
    }
-}
+}

src/DataStreamSuite/PubSubServer/PubSubServer.csproj

@@ -6,10 +6,20 @@
     <Nullable>enable</Nullable>
   </PropertyGroup>
 
-  <ItemGroup>
-    <ProjectReference Include="..\Bts.Extensions.Hosting\Bts.Extensions.Hosting.csproj" />
-    <ProjectReference Include="..\PubSub\PubSub.csproj" />
-  </ItemGroup>
+  <Choose>
+    <When Condition="'$(UseProjectRefs)' == 'true'">
+      <ItemGroup>
+        <ProjectReference Include="..\..\cs\Bts.Extensions.Hosting\Bts.Extensions.Hosting.csproj" />
+        <ProjectReference Include="..\PubSub\PubSub.csproj" />
+      </ItemGroup>
+    </When>
+    <Otherwise>
+      <ItemGroup>
+        <PackageReference Include="Bts.PubSub" Version="$(SparkVersion)" />
+        <PackageReference Include="Bts.Extensions.Hosting" Version="$(SparkVersion)" />
+      </ItemGroup>
+    </Otherwise>
+  </Choose>
 
   <ItemGroup>
     <ConfigurationProfile Include="appsettings.Development.json" />

src/DataStreamSuite/SharedStreams/BlueOrb/CrossExchangeArbDiscoveryStream.cs

@@ -80,7 +80,7 @@ r = TimeSeriesStream(r)
                  "left_sec", "left_venue","right_sec", "right_venue"
                  );
             r = new NewProjectStream (r,
-                                   " spread_bid_qty spread_bid_price spread_bid_notional spread_ask_qty spread_ask_price spread_ask_notional left_qm right_qm left_bid_qty left_bid_price left_ask_qty left_ask_price right_bid_qty right_bid_price right_ask_qty right_ask_price left_sec_name right_sec_name left_cpp right_cpp left_venue right_venue ");
+                                   " spread_name spread_bid_qty spread_bid_price spread_bid_notional spread_ask_qty spread_ask_price spread_ask_notional left_qm right_qm left_bid_qty left_bid_price left_ask_qty left_ask_price right_bid_qty right_bid_price right_ask_qty right_ask_price left_sec_name right_sec_name left_cpp right_cpp left_venue right_venue ");
             r = new MathStream (r,
                              "arb = Max( Abs(Min(0,spread_ask_notional)),spread_bid_notional )");
             

src/DataStreamSuite/SharedStreams/BlueOrb/MarketData/BookSchemaBuilder.cs

@@ -5,10 +5,9 @@ using BCG;
 using bts.api;
 using bts.md;
 
-using Bts.DataStream;
 using Bts.DataStreamCore;
 
-using Spark.Api.MarketData;
+using global::Spark.Api.MarketData;
 
 public class BookSchemaBuilder {
    public int NumLevels { get; set; } = 5;

src/DataStreamSuite/SharedStreams/BlueOrb/MarketData/Historical/HistoricalBarsStream.cs

@@ -215,8 +215,6 @@ namespace bts.BlueOrb {
 
    using bts.api;
 
-   using Newtonsoft.Json.Serialization;
-
    [DataStreamUserRespresentation("FuturesContinousContract")]
    public class FuturesContinousContractStream : ViewStream {
       // the argument is symbol, like "ES" etc and not the contract itself

src/DataStreamSuite/SharedStreams/BlueOrb/SyntheticSpreadBBOStream.cs

@@ -1,10 +1,13 @@
 namespace bts.BlueOrb {
     using System;
+   using System.Security.Cryptography;
 
-    using BCG;
+   using BCG;
 
     using Bts.DataStreamCore;
-   using Bts.PubSub;
+    using Bts.PubSub;
+
+   using IronPython.Runtime.Operations;
 
    using Spark.Api.MarketData;
 
@@ -64,12 +67,22 @@ namespace bts.BlueOrb {
     [LiveMarketDataStream]
     [DataStreamUserRespresentation("SyntheticSpreadBBOStream")]
     public class SyntheticSpreadBBOStream : ViewStream {
-        public SyntheticSpreadBBOStream(string leg_1, string venue_1,string leg_2, string venue_2, [MarketDataClientParam] IMarketDataClient mdClient, IWorkScheduler scheduler) : this(leg_1, venue_1, leg_2, venue_2, 1, -1, 1, 1, mdClient, scheduler) { }
-        public SyntheticSpreadBBOStream(string leg_1, string venue_1, string leg_2, string venue_2, double pm1, double pm2, double cpp1, double cpp2, [MarketDataClientParam] IMarketDataClient mdClient, IWorkScheduler scheduler) : this(new LiveBBOStream(mdClient, scheduler, venue_1,leg_1), new LiveBBOStream(mdClient, scheduler, venue_2,leg_2), pm1, pm2, cpp1, cpp2) { }
-        public SyntheticSpreadBBOStream(ViewStream bbo_leg_1, ViewStream bbo_leg_2, double pm1, double pm2, double cpp1, double cpp2) {
+        public SyntheticSpreadBBOStream(string leg_1, string venue_1, string leg_2, string venue_2,
+            [MarketDataClientParam] IMarketDataClient mdClient, IWorkScheduler scheduler) : 
+            this(leg_1, venue_1, leg_2, venue_2, 1, -1, 1, 1, mdClient, scheduler) { }
+        public SyntheticSpreadBBOStream(string leg_1, string venue_1, string leg_2, string venue_2,
+            double pm1, double pm2, double cpp1, double cpp2, 
+            [MarketDataClientParam] IMarketDataClient mdClient, IWorkScheduler scheduler) : 
+            this(
+                new LiveBBOStream(mdClient, scheduler, venue_1, leg_1), 
+                new LiveBBOStream(mdClient, scheduler, venue_2, leg_2),
+                 pm1, pm2, cpp1, cpp2,
+                 leg_1,venue_1,leg_2,venue_2) { }
+        public SyntheticSpreadBBOStream(ViewStream bbo_leg_1, ViewStream bbo_leg_2, double pm1, double pm2,
+         double cpp1, double cpp2, string leg_1, string venue_1, string leg_2, string venue_2) {
             ViewStream r;
-            double qm1 =1;
-            double qm2 = cpp1/cpp2;
+            double qm1 = 1;
+            double qm2 = cpp1 / cpp2;
             bbo_leg_1 = new AddColumnsStream(bbo_leg_1,
                                              "pm:" + pm1.ToString());
             bbo_leg_1 = new AddColumnsStream(bbo_leg_1,
@@ -78,12 +91,14 @@ namespace bts.BlueOrb {
                                              "pm:" + pm2.ToString());
             bbo_leg_2 = new AddColumnsStream(bbo_leg_2,
                                              "qm:" + qm2.ToString());
+            var name = leg_1.replace("$","") + "-" + (qm2==1?"":qm2.ToString())+leg_2.replace("$","");
             r = new SimpleJoinStream(bbo_leg_1,
                                       "",
                                       bbo_leg_2,
                                       "");
+            r = new AddColumnsStream(r,"spread_name:"+name);
             r = new MathStream(r,
-            """
+            $"""
             spread_bid_price = left_bid_price*left_pm + right_ask_price*right_pm;
             spread_ask_price = left_ask_price*left_pm + right_bid_price*right_pm;
             spread_ask_qty = Min((left_ask_qty/left_qm),(right_bid_qty/right_qm));
@@ -99,7 +114,7 @@ namespace bts.BlueOrb {
                     + (right_bid_price * spread_ask_qty * {cpp1} * right_pm);
                 
             """);
-         
+
 
             mySetRealSource(r);
 

src/DataStreamSuite/SharedStreams/BlueOrb/WellKnownColumns.cs

@@ -2,7 +2,7 @@ namespace Bts.SharedStreams;
 
 using bts.api;
 
-using Spark.Api.Orders;
+using global::Spark.Api.Orders;
 
 public static class WellKnownColumns {
    public static (string Name, Type Type) AskNotional => (WellKnownColumnNames.AskNotional, typeof(double));

src/DataStreamSuite/SharedStreams/Business/MarketData/PriceStatsStream.cs

@@ -80,7 +80,7 @@ namespace BCG {
             int id = Convert.ToInt32(skey);
             PriceStats pstats = kv.Value;
             var today = DateTime.Now.Date;
-            IBlueRow r = new BlueRow(_pstats_scheam, id, skey, pstats.security.ToString(), today, pstats.open, pstats.close, pstats.settlement);
+            IBlueRow r = new BlueRow(_pstats_scheam, id, skey, pstats.Security.ToString(), today, pstats.Open, pstats.Close, pstats.Settlement);
             new_state.addRow(r);
          }
          DataPacket dp;

src/DataStreamSuite/SharedStreams/RowTemplates/RefTypeRow.tt

@@ -76,33 +76,45 @@ public <#= propType #> <#= name #> <#= getter #>
    #>
 
    // Indexer by column name
-   public object? this[string col] => col switch {
-      <# 
-      // Generate case statements for each column name
-      for (int i = 0; i < columns.Count; i++) {
-         var name = columns[i].Item1;
-         var key = columns[i].Item3;
-      #>
-"<#= key #>" => <#= name #>,
-      <# 
-} 
-      #>
-_ => throw new KeyNotFoundException()
-   };
+   public object? this[string col] {
+      get {
+         switch (col) {
+         <#
+         // Generate case statements for each column name
+         for (int i = 0; i < columns.Count; i++) {
+            var name = columns[i].Item1;
+            var key = columns[i].Item3;
+         #>
+   case "<#= key #>":
+               return <#= name #>;
+         <#
+}
+         #>
+   default:
+               throw new KeyNotFoundException();
+         }
+      }
+   }
 
    // Indexer by column index
-   public object? this[int col] => col switch {
-      <# 
-      // Generate case statements for each column index
-      for (int i = 0; i < columns.Count; i++) {
-          var name = columns[i].Item1;
-      #>
-<#= i #> => <#= name #>,
-      <# 
-} 
-      #>
-_ => throw new IndexOutOfRangeException()
-   };
+   public object? this[int col] {
+      get {
+         switch (col) {
+         <#
+         // Generate case statements for each column name
+         for (int i = 0; i < columns.Count; i++) {
+            var name = columns[i].Item1;
+         #>
+   case <#= i #>:
+               return <#= name #>;
+         <#
+}
+         #>
+   default:
+               throw new KeyNotFoundException();
+         }
+      }
+   }
 
    public bool Equals(<#= TypeName #>? other) =>
       other is not null

src/DataStreamSuite/SharedStreams/RowTemplates/ValueTypeRow.tt

@@ -76,33 +76,45 @@ public <#= propType #> <#= name #> <#= getter #>
    #>
 
    // Indexer by column name
-   public readonly object? this[string col] => col switch {
-      <# 
-      // Generate case statements for each column name
-      for (int i = 0; i < columns.Count; i++) {
-         var name = columns[i].Item1;
-         var key = columns[i].Item3;
-      #>
-"<#= key #>" => <#= name #>,
-      <# 
-} 
-      #>
-_ => throw new KeyNotFoundException()
-   };
+   public readonly object? this[string col] {
+      get {
+         switch (col) {
+         <#
+         // Generate case statements for each column name
+         for (int i = 0; i < columns.Count; i++) {
+            var name = columns[i].Item1;
+            var key = columns[i].Item3;
+         #>
+   case "<#= key #>":
+               return <#= name #>;
+         <#
+}
+         #>
+   default:
+               throw new KeyNotFoundException();
+         }
+      }
+   }
 
    // Indexer by column index
-   public readonly object? this[int col] => col switch {
-      <# 
-      // Generate case statements for each column index
-      for (int i = 0; i < columns.Count; i++) {
-          var name = columns[i].Item1;
-      #>
-<#= i #> => <#= name #>,
-      <# 
-} 
-      #>
-_ => throw new IndexOutOfRangeException()
-   };
+   public readonly object? this[int col] {
+      get {
+         switch (col) {
+         <#
+         // Generate case statements for each column name
+         for (int i = 0; i < columns.Count; i++) {
+            var name = columns[i].Item1;
+         #>
+   case <#= i #>:
+               return <#= name #>;
+         <#
+}
+         #>
+   default:
+               throw new KeyNotFoundException();
+         }
+      }
+   }
 
    public bool Equals(<#= TypeName #> other) =>
    <# 

src/DataStreamSuite/SharedStreams/System/PS3/Subscription/PubSubServerStateStream.cs

@@ -12,8 +12,8 @@ namespace bts {
    /// server.
    /// </summary>
    // TODO: Use dependency injection to instantiate this stream, and others like it that depend on
-   // ISubscriberCore(Factory). Until then, hide it from DSQA.
-   [DataStreamUserRespresentation(/*"pss_state"*/ false)]
+   // ISubscriberCore(Factory).
+   [DataStreamUserRespresentation("pss_state")]
    public class PubSubServerStateStream : ViewStream, IWorker {
       private IDictionary<string, TagPubSubInfo> _tag_map = new Dictionary<string, TagPubSubInfo>();
       private readonly string _tag = "System_AllSubscriptions";
@@ -21,6 +21,9 @@ namespace bts {
       readonly ISubscriberCore _sub_core;
       private ViewStreamDatabase _vsd;
 
+      public PubSubServerStateStream()
+         : this(new SubscriberCoreFactory(), ViewStreamDatabase.instance) { }
+
       public PubSubServerStateStream(ISubscriberCoreFactory subscriberCoreFactory, ViewStreamDatabase vsd)
          : this(subscriberCoreFactory.Create(), vsd) { }
 
@@ -77,7 +80,7 @@ namespace bts {
                DeadPublishers = tsi.dead_publishers_as_string,
             });
          }
-         var dp = BlueDataUtility.build_dp_inc(bt, myLastValue as IDataPacket, true);
+         var dp = BlueDataUtility.build_dp_inc(bt, (myLastValue as IDataPacket)?.newRows, true);
          if (dp.addedRows.Count + dp.deletedRows.Count > 0)
             myFireEvent(dp);
 

src/DataStreamSuite/SharedStreams/System/PS3/Subscription/PubsubHeartbeatStream.cs

@@ -1,81 +1,81 @@
-namespace bts {
-   using BCG;
-   using BCG.Utilities.General;
+namespace bts;
 
-   using Bts.PubSub;
-   using Bts.SharedStreams.Tables;
+using BCG;
+using BCG.Utilities.General;
 
-   // TODO: Use dependency injection to instantiate this stream, and others like it that depend on
-   // ISubscriberCore(Factory). Until then, hide it from DSQA.
-   [DataStreamUserRespresentation(/*"pss_hb"*/ false)]
-    public class PubsubHeartbeatStream : ViewStream, IWorker {
-        private ViewStreamDatabase _vsd;
-      readonly ISubscriberCore _subcore;
-        PubSubHeartbeatRow? _row = null;
+using Bts.PubSub;
+using Bts.SharedStreams.Tables;
 
-      public PubsubHeartbeatStream(ISubscriberCoreFactory subscriberCore, ViewStreamDatabase vsd)
-       : this(subscriberCore.Create(), vsd) { }
+// TODO: Use dependency injection to instantiate this stream, and others like it that depend on
+// ISubscriberCore(Factory).
+[DataStreamUserRespresentation("pss_hb")]
+public class PubsubHeartbeatStream : ViewStream, IWorker {
+   private ViewStreamDatabase _vsd;
+   readonly ISubscriberCore _subcore;
+   PubSubHeartbeatRow? _row = null;
 
-      PubsubHeartbeatStream(ISubscriberCore subscriberCore, ViewStreamDatabase vsd) {
-            _subcore = subscriberCore;
-            _vsd = vsd;
-        }
+   public PubsubHeartbeatStream()
+    : this(new SubscriberCoreFactory(), ViewStreamDatabase.instance) { }
 
-        static IBlueTableSchema _schema => PubSubHeartbeatRow.Schema;
+   public PubsubHeartbeatStream(ISubscriberCoreFactory subscriberCore, ViewStreamDatabase vsd)
+    : this(subscriberCore.Create(), vsd) { }
 
-        protected override void myOnFirstSubscriber() {
-            _subcore.subscribe("pss_hb");
-            _vsd.addWorker(this);
+   PubsubHeartbeatStream(ISubscriberCore subscriberCore, ViewStreamDatabase vsd) {
+      _subcore = subscriberCore;
+      _vsd = vsd;
+   }
 
-        }
+   static IBlueTableSchema _schema => PubSubHeartbeatRow.Schema;
 
-        protected override void myOnLastSubscriber() {
-            _vsd.removeWorker(this);
-            _subcore.unsubscribe("pss_hb");
+   protected override void myOnFirstSubscriber() {
+      _subcore.subscribe("pss_hb");
+      _vsd.addWorker(this);
+   }
 
-        }
+   protected override void myOnLastSubscriber() {
+      _vsd.removeWorker(this);
+      _subcore.unsubscribe("pss_hb");
+   }
 
-        public void doWork() {
-            var updates = _subcore.get_updates(TimeSpan.FromMilliseconds(1));
-            if (updates.Count() > 0) {
-                foreach (var m in updates) {
-                    if (m.data != null && m.data.Length > 0) {
-                        BinaryReader br = new BinaryReader(new MemoryStream(m.data));
-                        Int64 hb_sent_time = br.ReadInt64();
-                        Int64 hb_recv_time = DateTimeOffset.UtcNow.ToUnixTimeMilliseconds();
-                        // _row = _row == null ? new MutableBlueRow(_schema) : _row;
-                        var now = DateTimeOffset.UtcNow.ToUnixTimeMilliseconds();
-                        _row = new() {
-                           Id = 0,
-                           SendTime = hb_sent_time,
-                           RecvTime = hb_recv_time,
-                           Latency = hb_recv_time - hb_sent_time,
-                           RecvElapsed = now - hb_recv_time,
-                        };
-                        // TODO, add to table and fire
-                    }
-                }
-            } else {
-                if (_row != null) {
-                    var now = DateTimeOffset.UtcNow.ToUnixTimeMilliseconds();
-                    _row = new() {
-                       Id = _row.Id,
-                       SendTime = _row.SendTime,
-                       RecvTime = _row.RecvTime,
-                       Latency = _row.Latency,
-                       RecvElapsed = now - _row.RecvTime,
-                    };
-                    // TODO, add to table and fire
-                }
-                // update the row
+   public void doWork() {
+      var updates = _subcore.get_updates(TimeSpan.FromMilliseconds(1));
+      if (updates.Count() > 0) {
+         foreach (var m in updates) {
+            if (m.data != null && m.data.Length > 0) {
+               BinaryReader br = new BinaryReader(new MemoryStream(m.data));
+               Int64 hb_sent_time = br.ReadInt64();
+               Int64 hb_recv_time = DateTimeOffset.UtcNow.ToUnixTimeMilliseconds();
+               // _row = _row == null ? new MutableBlueRow(_schema) : _row;
+               var now = DateTimeOffset.UtcNow.ToUnixTimeMilliseconds();
+               _row = new() {
+                  Id = 0,
+                  SendTime = hb_sent_time,
+                  RecvTime = hb_recv_time,
+                  Latency = hb_recv_time - hb_sent_time,
+                  RecvElapsed = now - hb_recv_time,
+               };
+               // TODO, add to table and fire
             }
-            if (_row != null) {
-                var bt = new BlueTable(_schema);
-                bt.addRow(_row);
-                var dp = BlueDataUtility.build_dp_inc(bt, myLastValue as IDataPacket, true);
-                myFireEvent(dp);
-            }
-        }
-
-    }
+         }
+      } else {
+         if (_row != null) {
+            var now = DateTimeOffset.UtcNow.ToUnixTimeMilliseconds();
+            _row = new() {
+               Id = _row.Id,
+               SendTime = _row.SendTime,
+               RecvTime = _row.RecvTime,
+               Latency = _row.Latency,
+               RecvElapsed = now - _row.RecvTime,
+            };
+            // TODO, add to table and fire
+         }
+         // update the row
+      }
+      if (_row != null) {
+         var bt = new BlueTable(_schema);
+         bt.addRow(_row);
+         var dp = BlueDataUtility.build_dp_inc(bt, myLastValue as IDataPacket, true);
+         myFireEvent(dp);
+      }
+   }
 }

src/Directory.Build.props

@@ -17,7 +17,7 @@
     <ShowMissingItemTypes>false</ShowMissingItemTypes>
     <Configuration Condition="'$(configuration)'==''">Debug</Configuration>
     <EnablePreviewFeatures>true</EnablePreviewFeatures>
-    <LangVersion>11</LangVersion>
+    <LangVersion>12</LangVersion>
     <UseProjectRefs Condition="'$(UseProjectRefs)' == ''">true</UseProjectRefs>
     <SparkVersion Condition="'$(SparkVersion)' == ''">3.2.0-preview</SparkVersion>
     <Version>$(SparkVersion)</Version>

src/Directory.Build.targets

@@ -187,4 +187,32 @@
       Name="Test"
       DependsOnTargets="Build"></Target>
 
+  <ItemGroup Condition="Exists('@(NativeWindowsAsset)')">
+    <Content Include="@(NativeWindowsAsset)">
+      <CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
+      <TargetPath>%(FileName)%(Extension)</TargetPath>
+      <Pack>false</Pack>
+    </Content>
+    <Content Include="@(NativeWindowsAsset)">
+      <CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
+      <TargetPath>runtimes/win-x64/native/%(FileName)%(Extension)</TargetPath>
+      <Pack>true</Pack>
+      <PackagePath>runtimes/win-x64/native</PackagePath>
+    </Content>
+  </ItemGroup>
+
+  <ItemGroup Condition="Exists('@(NativeLinuxAsset)')">
+    <Content Include="@(NativeLinuxAsset)">
+      <CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
+      <TargetPath>%(FileName)%(Extension)</TargetPath>
+      <Pack>false</Pack>
+    </Content>
+    <Content Include="@(NativeLinuxAsset)">
+      <CopyToOutputDirectory>PreserveNewest</CopyToOutputDirectory>
+      <TargetPath>runtimes/linux-x64/native/%(FileName)%(Extension)</TargetPath>
+      <Pack>true</Pack>
+      <PackagePath>runtimes/linux-x64/native</PackagePath>
+    </Content>
+  </ItemGroup>
+
 </Project>

src/app_sparkd/Dockerfile

@@ -2,12 +2,14 @@ ARG IMAGE="sparkd"
 ARG CONFIG_DIR="src/app_sparkd/configurations/dev"
 ARG SOURCE_DIR="install/sparkd-release-gcc"
 ARG PYTHON_REQUIREMENTS="requirements.txt"
+ARG SPARKD_ENTRYPOINT="src/app_sparkd/sparkd-entrypoint.sh"
 
 # sparkd_base
 FROM bluetradingsystems/linux_dotnet8 AS sparkd_base
 ARG CONFIG_DIR
 ARG SOURCE_DIR
 ARG PYTHON_REQUIREMENTS
+ARG SPARKD_ENTRYPOINT
 
 USER "root"
 RUN apt-get update && apt-get install -y liblttng-ust-dev
@@ -21,6 +23,7 @@ RUN pip3 install -r "/home/bts/bin/requirements.txt"
 USER "bts"
 COPY --chown=bts:bts "${SOURCE_DIR}" "."
 COPY --chown=bts:bts "${CONFIG_DIR}" "/home/bts/.local/share/bts/sparkd/conf"
+COPY --chown=bts:bts "${SPARKD_ENTRYPOINT}" "/home/bts/bin/sparkd-entrypoint.sh"
 WORKDIR "/home/bts/bin"
 
 # sparkd
@@ -35,6 +38,7 @@ COPY --chown=bts:bts "${MD_RECORDING_DIR}" "/home/bts/.local/share/bts/sparkd/da
 FROM bluetradingsystems/linux_dotnet8 AS sparkd_symbols
 ARG SOURCE_DIR
 ARG PYTHON_REQUIREMENTS="requirements.txt"
+ARG SPARKD_ENTRYPOINT
 
 USER "root"
 RUN apt-get update && apt-get install -y liblttng-ust-dev
@@ -47,6 +51,7 @@ RUN pip3 install -r "/home/bts/bin/requirements.txt"
 
 USER "bts"
 COPY --chown=bts:bts "${SOURCE_DIR}" "."
+COPY --chown=bts:bts "${SPARKD_ENTRYPOINT}" "/home/bts/bin/sparkd-entrypoint.sh"
 WORKDIR "/home/bts/bin"
 
 # selected image

src/app_sparkd/configurations/bybit_dev/.env

@@ -1 +1,2 @@
 SPARKD__CONFIG_DIR=src/app_sparkd/configurations/bybit_dev
+SPARKD__PYTHON_REQUIREMENTS=src/app_sparkd/configurations/bybit_dev/requirements.txt

src/app_sparkd/configurations/bybit_dev/bybit_overrides.json

@@ -0,0 +1,14 @@
+{
+  "currencies": [
+    "USDT"
+  ],
+  "futures": [
+    "BNB",
+    "BTC",
+    "DUCK",
+    "ETH",
+    "PRIME",
+    "XRP",
+    "MILK"
+  ]
+}

src/app_sparkd/configurations/bybit_dev/requirements.txt

@@ -0,0 +1,5 @@
+numpy==2.2.6
+pybit==5.11.0
+requests==2.31.0
+websocket-client==1.8.0
+websockets==15.0.1

src/app_sparkd/configurations/dev/.env

@@ -1,2 +1,3 @@
 SPARKD__CONFIG_DIR=src/app_sparkd/configurations/dev
+SPARKD__PYTHON_REQUIREMENTS=src/app_sparkd/configurations/dev/requirements.txt
 SPARKD__SHM_SIZE=8gb

src/app_sparkd/configurations/dev/requirements.txt

@@ -0,0 +1,5 @@
+numpy==2.2.6
+pybit==5.11.0
+requests==2.31.0
+websocket-client==1.8.0
+websockets==15.0.1

src/app_sparkd/configurations/gateio_dev/.env

@@ -1 +1,2 @@
 SPARKD__CONFIG_DIR=src/app_sparkd/configurations/py_dummy_md
+SPARKD__PYTHON_REQUIREMENTS=src/app_sparkd/configurations/gateio_dev/requirements.txt

src/app_sparkd/configurations/gateio_dev/gateio_overrides.json

@@ -0,0 +1,6 @@
+{
+  "spots": [
+    "BTC",
+    "ETH"
+  ]
+}

src/app_sparkd/configurations/gateio_dev/requirements.txt

@@ -0,0 +1,5 @@
+numpy==2.2.6
+pybit==5.11.0
+requests==2.31.0
+websocket-client==1.8.0
+websockets==15.0.1

src/app_sparkd/configurations/okx_bin_sim/.env

@@ -0,0 +1,3 @@
+SPARKD__CONFIG_DIR=src/app_sparkd/configurations/okx_bin_sim
+SPARKD__SHM_SIZE=1gb
+SPARKD__PYTHON_REQUIREMENTS=src/app_sparkd/configurations/okx_bin_sim/requirements.txt

src/app_sparkd/configurations/okx_bin_sim/requirements.txt

@@ -0,0 +1,5 @@
+numpy==2.2.6
+pybit==5.11.0
+requests==2.31.0
+websocket-client==1.8.0
+websockets==15.0.1

src/app_sparkd/configurations/okx_bin_sim/spark.conf

@@ -0,0 +1,64 @@
+JetFIX {
+  value {
+    connection {
+      name: "binance_usds_futures_1"
+      venue: VENUE_BINANCE_USDS_FUTURES
+      max_order_msgs_per_window: 300
+      window_duration_msecs: 1000
+    }
+    connection {
+      name: "okx_1"
+      venue: VENUE_OKX
+      max_order_msgs_per_window: 300
+      window_duration_msecs: 1000
+    }
+  }
+}
+
+PublisherOptions {
+  value {
+    network_interface: "0.0.0.0"
+    heartbeat_ms: 5000
+    heartbeat_boot_seconds: 60
+    skip_options: true
+    hot_initial: 1024
+    hot_growth: 1024
+    cold_initial: 8192
+    cold_growth: 2048
+    channel_prefix: ""
+    disable_heartbeat: true
+  }
+}
+
+MarketDataConfig {
+  value {
+    binance_usds_futures {
+      num_depth_levels: 5
+      url_rest_base: "https://fapi.binance.com"
+      url_ws_base: "wss://fstream.binance.com"
+      security_criteria {
+        clauses {
+          security_types: SECURITY_TYPE_FUTURE
+          symbols: @SymbolLists.list[BinanceUsdsFutures].symbol
+        }
+      }
+    }
+     okx {
+       num_depth_levels: 5
+       url_rest_base: "https://www.okx.com"
+       url_ws_base: "wss://ws.okx.com:8443"
+       security_criteria {
+         clauses {
+           security_types: SECURITY_TYPE_FUTURE
+           symbols: @SymbolLists.list[Okx].symbol
+         }
+       }
+       is_application_ping_pong_enabled: true
+       application_ping_interval_ms: 20000
+       application_pong_timeout_ms: 10000
+       is_protocol_ping_pong_enabled: true
+       protocol_ping_interval_ms: 60000
+       protocol_pong_timeout_ms: 30000
+     }
+  }
+}

src/app_sparkd/configurations/okx_bin_sim/symbols.conf

@@ -0,0 +1,37 @@
+SymbolLists {
+  value {
+    list {
+      key: "BinanceUsdsFutures"
+      symbol: "SOL"
+      symbol: "BNB"
+      symbol: "BTC"
+      symbol: "DOGE"
+      symbol: "EIGEN"
+      symbol: "ETH"
+      symbol: "XRP"
+    }
+    list {
+      key: "Okx"
+      symbol: "SOL"
+      symbol: "BNB"
+      symbol: "BTC"
+      symbol: "DOGE"
+      symbol: "EIGEN"
+      symbol: "ETH"
+      symbol: "XRP"
+    }
+  }
+}
+
+Symbols {
+  value {
+    venues {
+      name: "VENUE_BINANCE_USDS_FUTURES"
+      future: @SymbolLists.list[BinanceUsdsFutures].symbol
+    }
+    venues {
+      name: "VENUE_OKX"
+      future: @SymbolLists.list[Okx].symbol
+    }
+  }
+}

src/app_sparkd/configurations/ophir_sim/.env

@@ -0,0 +1,5 @@
+SPARKD__CONFIG_DIR=src/app_sparkd/configurations/ophir_sim
+SPARKD__DATA_DIR=/home/tns/8000/sparkdata/data
+SPARKD__IMAGE=sparkd_symbols
+SPARKD__PYTHON_REQUIREMENTS=src/app_sparkd/configurations/ophir_sim/requirements.txt
+SPARKD__RUNTIME_CONF_DIR=/home/tns/8000/sparkdata/conf

src/app_sparkd/configurations/ophir_sim/requirements.txt

@@ -0,0 +1,5 @@
+numpy==2.2.6
+pybit==5.11.0
+requests==2.31.0
+websocket-client==1.8.0
+websockets==15.0.1

src/app_sparkd/configurations/ophir_sim/spark.conf

@@ -0,0 +1,104 @@
+JetFIX {
+  value {
+    connection {
+      name: "glbx_1"
+      venue: VENUE_GLBX
+      max_order_msgs_per_window: 300
+      window_duration_msecs: 1000
+    }
+  }
+}
+
+PublisherOptions {
+   value {
+      network_interface_a: 'ens3f0np0'
+      network_interface_b: 'ens3f1np1'
+      #these get overriden if not entered here
+      heartbeat_ms: 5000
+      heartbeat_boot_seconds: 60
+      skip_options: false
+      hot_initial: 1024
+      hot_growth: 1024
+      cold_initial: 8192
+      cold_growth: 2048
+      channel_prefix: ""
+      disable_heartbeat: false
+   }
+}
+
+CMEOptions {
+  value {
+    feed_engine {
+      name: "mdp3feed"
+      spin_time: 0
+      channels_per_thread: 3
+      data_wait: 10
+      udp_socket_buffer_size: 268435456
+    }
+    channel {
+      id: "*"
+      feed_engine: "mdp3feed"
+      use_tcp_replay: false
+      recovery_queue_size: 640000
+      lost_packet_wait_timeout_ms: 10
+      onixs_log_mode: CME_ONIXS_LOG_MODE_REGULAR
+      #max_gap_recovery_cache_size: 4
+      use_natural_refresh: false
+      join_snapshot_on_gap: false
+    }
+  }
+}
+
+Logging {
+  value {
+    initial_queue_size: 120001
+    max_queue_growth: 4
+    console {
+      default_level: "Info"
+      subsystem {
+        name: "md"
+        level: "Info"
+      }
+      subsystem {
+        name: "OrderMan"
+        level: "Info"
+      }
+    }
+  }
+}
+
+MarketDataConfig {
+  value {
+    glbx {
+       unique_check_value: 15
+       use_databento: false
+    }
+  }
+}
+
+# JetFIX {
+#    value {
+#     #connection: @JetFIXSimConnection.sim
+#     connection {
+#     name: "mlx_004_54"
+#     venue: VENUE_GLBX
+#     socket_connect_host_ip: "69.50.112.191"
+#     socket_connect_port: 42876
+#     sender_compid: "MLX004"
+#     target_compid: "CME"
+#     target_subid: "54"
+#     cme_market_segment_id: 54
+#     start_time: "00:10:00"
+#     end_time: "23:55:00"
+#     start_day: "sunday"
+#     end_day: "friday"
+#     seconds_between_hbs: 30
+#     sender_subid: "BTS"
+#     use_ilink3: true
+#   #   raw_data: "S4PMA"
+#   #   auto_fix_seq_num: true
+#   }
+#    }
+# }
+
+

src/app_sparkd/configurations/ophir_sim/symbols.conf

@@ -0,0 +1,61 @@
+SymbolLists {
+  value {
+    list {
+      key: "GlbxFutures"
+      symbol: "ES"
+    }
+    list {
+      key: "GlbxOptions"
+      symbol: "E1A"
+      symbol: "E1B"
+      symbol: "E1C"
+      symbol: "E1D"
+      symbol: "E2A"
+      symbol: "E2B"
+      symbol: "E2C"
+      symbol: "E2D"
+      symbol: "E3A"
+      symbol: "E3B"
+      symbol: "E3C"
+      symbol: "E3D"
+      symbol: "E4A"
+      symbol: "E4B"
+      symbol: "E4C"
+      symbol: "E4D"
+      symbol: "E5A"
+      symbol: "E5B"
+      symbol: "E5C"
+      symbol: "E5D"
+      symbol: "EW1"
+      symbol: "EW2"
+      symbol: "EW3"
+      symbol: "EW4"
+      symbol: "ESH9"
+      symbol: "ESZ6"
+      symbol: "ESH0"
+      symbol: "ESM6"
+      symbol: "ESZ7"
+      symbol: "ESH6"
+      symbol: "ESM7"
+      symbol: "ESZ8"
+      symbol: "ESH7"
+      symbol: "ESH8"
+      symbol: "ESU6"
+      symbol: "ESZ5"
+      symbol: "ESZ9"
+      symbol: "E1D"
+      symbol: "ESZ5"
+      symbol: "ES"
+    }
+  }
+}
+
+Symbols {
+  value {
+    venues {
+        name: "VENUE_GLBX"
+        future: @SymbolLists.list[GlbxFutures].symbol
+        option: @SymbolLists.list[GlbxOptions].symbol
+    }
+  }
+}

src/app_sparkd/configurations/ophir_sim_live_wb/.env

@@ -0,0 +1,5 @@
+SPARKD__CONFIG_DIR=src/app_sparkd/configurations/ophir_sim_live_wb
+SPARKD__DATA_DIR=/home/wedbushprod/8000/sparkdata/data
+SPARKD__IMAGE=sparkd_symbols
+SPARKD__PYTHON_REQUIREMENTS=src/app_sparkd/configurations/ophir_sim_live_wb/requirements.txt
+SPARKD__RUNTIME_CONF_DIR=/home/wedbushprod/8000/sparkdata/conf

src/app_sparkd/configurations/ophir_sim_live_wb/requirements.txt

@@ -0,0 +1,5 @@
+numpy==2.2.6
+pybit==5.11.0
+requests==2.31.0
+websocket-client==1.8.0
+websockets==15.0.1

src/app_sparkd/configurations/ophir_sim_live_wb/spark.conf

@@ -0,0 +1,116 @@
+JetFIX {
+  value {
+    connection {
+      name: "glbx_1"
+      venue: VENUE_GLBX
+      max_order_msgs_per_window: 300
+      window_duration_msecs: 1000
+    }
+  }
+}
+
+PublisherOptions {
+   value {
+      network_interface_a: 'enp193s0f0np0'
+      network_interface_b: 'enp193s0f0np0'
+      #these get overriden if not entered here
+      heartbeat_ms: 5000
+      heartbeat_boot_seconds: 60
+      skip_options: false
+      hot_initial: 1024
+      hot_growth: 1024
+      cold_initial: 8192
+      cold_growth: 2048
+      channel_prefix: ""
+      disable_heartbeat: false
+   }
+}
+
+CMEOptions {
+  value {
+    feed_engine {
+      name: "mdp3feed"
+      spin_time: 0
+      channels_per_thread: 3
+      data_wait: 10
+      udp_socket_buffer_size: 268435456
+    }
+    channel {
+      id: "*"
+      feed_engine: "mdp3feed"
+      use_tcp_replay: false
+      recovery_queue_size: 640000
+      lost_packet_wait_timeout_ms: 10
+      onixs_log_mode: CME_ONIXS_LOG_MODE_UNSPECIFIED:q
+      #max_gap_recovery_cache_size: 4
+      use_natural_refresh: false
+      join_snapshot_on_gap: false
+    }
+  }
+}
+
+Logging {
+  value {
+    initial_queue_size: 120001
+    max_queue_growth: 4
+    console {
+      default_level: "Info"
+      subsystem {
+        name: "md"
+        level: "Info"
+      }
+      subsystem {
+        name: "OrderMan"
+        level: "Info"
+      }
+    }
+  }
+}
+
+MarketDataConfig {
+  value {
+    glbx {
+       unique_check_value: 15
+       use_databento: false
+    }
+    recording{
+       venue: VENUE_GLBX
+       num_of_seconds_to_run_file_writer: 300
+       num_of_seconds_to_run_db_writer : 0
+       n_book_levels: 10 
+       batch_size: 100 #for the db writer
+       enable_book_recording: true
+       enable_trade_recording:  true
+       enable_bbo_recording: false
+       enable_tbbo_recording:  false
+       enable_misc_recording: true
+   }
+  }
+}
+
+# JetFIX {
+#    value {
+#     #connection: @JetFIXSimConnection.sim
+#     connection {
+#     name: "mlx_004_54"
+#     venue: VENUE_GLBX
+#     socket_connect_host_ip: "69.50.112.191"
+#     socket_connect_port: 42876
+#     sender_compid: "MLX004"
+#     target_compid: "CME"
+#     target_subid: "54"
+#     cme_market_segment_id: 54
+#     start_time: "00:10:00"
+#     end_time: "23:55:00"
+#     start_day: "sunday"
+#     end_day: "friday"
+#     seconds_between_hbs: 30
+#     sender_subid: "BTS"
+#     use_ilink3: true
+#   #   raw_data: "S4PMA"
+#   #   auto_fix_seq_num: true
+#   }
+#    }
+# }
+
+

src/app_sparkd/configurations/ophir_sim_live_wb/symbols.conf

@@ -0,0 +1,61 @@
+SymbolLists {
+  value {
+    list {
+      key: "GlbxFutures"
+      symbol: "ES"
+    }
+    list {
+      key: "GlbxOptions"
+      symbol: "E1A"
+      symbol: "E1B"
+      symbol: "E1C"
+      symbol: "E1D"
+      symbol: "E2A"
+      symbol: "E2B"
+      symbol: "E2C"
+      symbol: "E2D"
+      symbol: "E3A"
+      symbol: "E3B"
+      symbol: "E3C"
+      symbol: "E3D"
+      symbol: "E4A"
+      symbol: "E4B"
+      symbol: "E4C"
+      symbol: "E4D"
+      symbol: "E5A"
+      symbol: "E5B"
+      symbol: "E5C"
+      symbol: "E5D"
+      symbol: "EW1"
+      symbol: "EW2"
+      symbol: "EW3"
+      symbol: "EW4"
+      symbol: "ESH9"
+      symbol: "ESZ6"
+      symbol: "ESH0"
+      symbol: "ESM6"
+      symbol: "ESZ7"
+      symbol: "ESH6"
+      symbol: "ESM7"
+      symbol: "ESZ8"
+      symbol: "ESH7"
+      symbol: "ESH8"
+      symbol: "ESU6"
+      symbol: "ESZ5"
+      symbol: "ESZ9"
+      symbol: "E1D"
+      symbol: "ESZ5"
+      symbol: "ES"
+    }
+  }
+}
+
+Symbols {
+  value {
+    venues {
+        name: "VENUE_GLBX"
+        future: @SymbolLists.list[GlbxFutures].symbol
+        option: @SymbolLists.list[GlbxOptions].symbol
+    }
+  }
+}

src/app_sparkd/configurations/ophir_sim_replay/.env

@@ -0,0 +1,4 @@
+SPARKD__CONFIG_DIR=src/app_sparkd/configurations/ophir_sim_replay
+SPARKD__PYTHON_REQUIREMENTS=src/app_sparkd/configurations/ophir_sim_replay/requirements.txt
+TZ=America/Chicago
+SPARKD__MD_RECORDING_DIR=/home/wedbushprod/8000/md_recording

src/app_sparkd/configurations/ophir_sim_replay/requirements.txt

@@ -0,0 +1 @@
+requests==2.31.0

src/app_sparkd/configurations/ophir_sim_replay/spark.conf

@@ -0,0 +1,33 @@
+JetFIX {
+  value {
+    connection {
+      name: "glbx_1"
+      venue: VENUE_GLBX
+      max_order_msgs_per_window: 300
+      window_duration_msecs: 1000
+    }
+  }
+}
+
+PublisherOptions {
+  value {
+    network_interface: "0.0.0.0"
+    heartbeat_ms: 5000
+    heartbeat_boot_seconds: 60
+    skip_options: true
+    hot_initial: 1024
+    hot_growth: 1024
+    cold_initial: 8192
+    cold_growth: 2048
+    channel_prefix: ""
+    disable_heartbeat: true
+  }
+}
+
+MarketDataConfig {
+  value {
+   replay {
+      venue: VENUE_GLBX
+    }
+  }
+}

src/app_sparkd/configurations/ophir_sim_replay/symbols.conf

@@ -0,0 +1,46 @@
+SymbolLists {
+  value {
+    list {
+      key: "GlbxFutures"
+      symbol: "ES"
+    }
+    list {
+      key: "GlbxOptions"
+      symbol: "E1A"
+      symbol: "E1B"
+      symbol: "E1C"
+      symbol: "E1D"
+      symbol: "E2A"
+      symbol: "E2B"
+      symbol: "E2C"
+      symbol: "E2D"
+      symbol: "E3A"
+      symbol: "E3B"
+      symbol: "E3C"
+      symbol: "E3D"
+      symbol: "E4A"
+      symbol: "E4B"
+      symbol: "E4C"
+      symbol: "E4D"
+      symbol: "E5A"
+      symbol: "E5B"
+      symbol: "E5C"
+      symbol: "E5D"
+      symbol: "ES"
+      symbol: "EW1"
+      symbol: "EW2"
+      symbol: "EW3"
+      symbol: "EW4"
+    }
+  }
+}
+
+Symbols {
+  value {
+    venues {
+        name: "VENUE_GLBX"
+        future: @SymbolLists.list[GlbxFutures].symbol
+        option: @SymbolLists.list[GlbxOptions].symbol
+    }
+  }
+}

src/app_sparkd/configurations/ophir_sim_replay_wb/.env

@@ -0,0 +1,9 @@
+SPARKD__CONFIG_DIR=src/app_sparkd/configurations/ophir_sim_replay_wb
+SPARKD__DATA_DIR=/home/wedbushprod/9000/sparkdata/data
+SPARKD__IMAGE=sparkd_symbols
+SPARKD__PYTHON_REQUIREMENTS=src/app_sparkd/configurations/ophir_sim_replay_wb/requirements.txt
+SPARKD__RUNTIME_CONF_DIR=/home/wedbushprod/9000/sparkdata/conf
+SPARKD__MD_RECORDING_DIR=/home/wedbushprod/md_recording
+SPARKD__CONFIG_PORT=9000
+SPARKD__QUICKBUS_PORT=9001
+SPARKD__SIM_FIX_PORT=9002

src/app_sparkd/configurations/ophir_sim_replay_wb/requirements.txt

@@ -0,0 +1,5 @@
+numpy==2.2.6
+pybit==5.11.0
+requests==2.31.0
+websocket-client==1.8.0
+websockets==15.0.1

src/app_sparkd/configurations/ophir_sim_replay_wb/spark.conf

@@ -0,0 +1,46 @@
+JetFIX {
+  value {
+    connection {
+      name: "glbx_1"
+      venue: VENUE_GLBX
+      max_order_msgs_per_window: 300
+      window_duration_msecs: 1000
+    }
+  }
+}
+
+Ports {
+   value {
+      config_port: 9000
+      qbus_port: 9001
+      glbx_sim_fix_port: 9002
+      ice_sim_fix_port: 9003
+   }
+}
+
+Logging {
+  value {
+    initial_queue_size: 120001
+    max_queue_growth: 4
+    console {
+      default_level: "Info"
+      subsystem {
+        name: "md"
+        level: "Info"
+      }
+      subsystem {
+        name: "OrderMan"
+        level: "Info"
+      }
+    }
+  }
+}
+
+MarketDataConfig {
+  value {
+     replay {
+      venue: VENUE_GLBX
+    }
+  }
+}
+

src/app_sparkd/configurations/ophir_sim_replay_wb/symbols.conf

@@ -0,0 +1,61 @@
+SymbolLists {
+  value {
+    list {
+      key: "GlbxFutures"
+      symbol: "ES"
+    }
+    list {
+      key: "GlbxOptions"
+      symbol: "E1A"
+      symbol: "E1B"
+      symbol: "E1C"
+      symbol: "E1D"
+      symbol: "E2A"
+      symbol: "E2B"
+      symbol: "E2C"
+      symbol: "E2D"
+      symbol: "E3A"
+      symbol: "E3B"
+      symbol: "E3C"
+      symbol: "E3D"
+      symbol: "E4A"
+      symbol: "E4B"
+      symbol: "E4C"
+      symbol: "E4D"
+      symbol: "E5A"
+      symbol: "E5B"
+      symbol: "E5C"
+      symbol: "E5D"
+      symbol: "EW1"
+      symbol: "EW2"
+      symbol: "EW3"
+      symbol: "EW4"
+      symbol: "ESH9"
+      symbol: "ESZ6"
+      symbol: "ESH0"
+      symbol: "ESM6"
+      symbol: "ESZ7"
+      symbol: "ESH6"
+      symbol: "ESM7"
+      symbol: "ESZ8"
+      symbol: "ESH7"
+      symbol: "ESH8"
+      symbol: "ESU6"
+      symbol: "ESZ5"
+      symbol: "ESZ9"
+      symbol: "E1D"
+      symbol: "ESZ5"
+      symbol: "ES"
+    }
+  }
+}
+
+Symbols {
+  value {
+    venues {
+        name: "VENUE_GLBX"
+        future: @SymbolLists.list[GlbxFutures].symbol
+        option: @SymbolLists.list[GlbxOptions].symbol
+    }
+  }
+}

src/app_sparkd/configurations/sim_dev/.env

@@ -1,2 +1,3 @@
 SPARKD__CONFIG_DIR=src/app_sparkd/configurations/sim_dev
+SPARKD__PYTHON_REQUIREMENTS=src/app_sparkd/configurations/sim_dev/requirements.txt
 SPARKD__SHM_SIZE=8gb

src/app_sparkd/configurations/sim_dev/requirements.txt

@@ -0,0 +1,5 @@
+numpy==2.2.6
+pybit==5.11.0
+requests==2.31.0
+websocket-client==1.8.0
+websockets==15.0.1

src/app_sparkd/sparkd-entrypoint.sh

@@ -0,0 +1,55 @@
+#!/usr/bin/env bash
+
+init_timezone() {
+  tz="${1:-$TZ}"
+  zoneinfo_dir=/usr/share/zoneinfo
+  if [ -f "$zoneinfo_dir/$tz" -a "$(readlink -f /etc/localtime)" != "$zoneinfo_dir/$tz" ]; then
+    echo "Setting locales and timezone to $tz"
+    if [ -e /etc/localtime ]; then
+      sudo -n rm -f /etc/localtime
+    fi
+    sudo -n ln -snf "$zoneinfo_dir/$tz" /etc/localtime
+    echo $tz | sudo -n tee /etc/timezone > /dev/null
+  fi
+}
+
+load_env() {
+  f="$1"
+  if [ -e "$f" ]; then
+    echo "Sourcing $f"
+    set -a
+    . "$f"
+    set +a
+  fi
+}
+
+symlink() {
+  src="$1"
+  dst="$2"
+  if [ -L "$dst" ]; then
+    rm "$dst"
+  fi
+  ln -s "$src" "$dst"
+}
+
+roll_log() {
+  f="$1"
+  if [ -e "$f" ]; then
+    mv "$f" "${f}_$(date '+%Y%m%d-%H%M')"
+  fi
+}
+
+# Acquire sudo permission once for the script (needed for a few calls)
+echo bts | sudo -S -v
+data_root="${HOME:-/home/bts}/.local/share/bts/sparkd"
+sudo -n chown -R bts:bts "$data_root"
+load_env "$data_root/conf/.env.local"
+init_timezone "$TZ"
+roll_log "$data_root/data/logging.sparkd/log"
+symlink "$data_root/conf/plugins" /home/bts/bin/plugins
+
+if  [ -e "/md_recording" -a ! -e "/home/bts/.local/share/bts/sparkd/data/md_recording" ]; then
+  symlink "/md_recording" /home/bts/.local/share/bts/sparkd/data/md_recording
+fi
+
+bash -c "${@:-./sparkd run}"

src/app_sparkd/sparkd/cmds/Run.cpp

@@ -17,7 +17,6 @@
 #include "spark/orderman/OrderServiceServer.h"
 #include "spark/orderman/events/TradeSummarySignalDispatcher.h"
 #include "spark/orderman/order_factory/DynamicOrderRegistry.h"
-#include "spark/os/os.h"
 #include "spark/os/spark_data_directory.h"
 #include "spark/persistence/PersistenceServiceServer.h"
 #include "spark/plugin/SparkServices.h"
@@ -32,6 +31,7 @@
 #include "sparkd/execution/execution_gateway_provider.h"
 #include "sparkd/http/WebServer.h"
 #include "sparkd/md/MarketDataAuxiliaryServiceServer.h"
+#include "sparkd/md/market_data_session.h"
 #include "sparkd/md/recording/MDRecorder.h"
 #include "sparkd/position/MarginServiceServer.h"
 #include "sparkd/position/PositionServiceServer.h"
@@ -46,6 +46,7 @@
 namespace bts::cmds {
 
 using bts::api::ServiceContext;
+using bts::md::MarketDataSession;
 using bts::md::MDClient;
 using bts::md::TradeSummarySignalDispatcher;
 using bts::metrics::MetricsContainer;
@@ -107,7 +108,7 @@ static void execute() {
    auto py_plugin_man = std::make_shared<python_interop::PluginManager>();
    // start work loop in background
    py_plugin_man->start_work_thread();
-   md::cmds::Run::run(py_plugin_man);
+   MarketDataSession md_session{py_plugin_man};
 
    api::synthetic::SyntheticSecurityService synthetic_service(sc);
    bts::md::MDClient mdclient(

src/app_sparkd/sparkd/cmds/md/cmds/DumpSecurity.cpp

@@ -1,11 +1,11 @@
 #include "DumpSecurity.h"
 #include "spark/api/domain/SecurityType.h"
 #include "spark/config/protos/market_data.pb.h"
-#include "spark/core/TableFormatter.h"
 #include "spark/domain_model/Security.h"
 #include "spark/domain_model/Security.pb.h"
 #include "spark/domain_model/SecurityType.h"
 #include "spark/domain_model/Venue.h"
+#include "spark/format/table.h"
 #include "spark/md/Diag/ShmDumper.h"
 #include "spark/md/SecurityDB.h"
 #include "spark/md/SymbolLoader.h"
@@ -23,7 +23,8 @@ using bts::api::SecurityType;
 using bts::api::SecurityType_Name;
 using bts::api::Venue;
 using bts::api::venue_parse_smart;
-using bts::core::TableFormatter;
+using bts::format::format_table;
+using bts::format::detail::TableSchema;
 using bts::md::securitytype_of;
 using bts::md::SymbolLoader;
 using bts::md::db::load_metadata;
@@ -69,7 +70,7 @@ void print_securities(function<bool(const Security &)> predicate) {
 
 void print_db_securities(function<bool(const Security &)> predicate) {
    vector<Security> secs;
-   const TableFormatter::Schema<Security> schema{
+   const TableSchema<Security> schema{
        make_tuple(
            "id", 12, [](const Security &s) { return std::to_string(s.id()); }),
        make_tuple(
@@ -93,7 +94,7 @@ void print_db_securities(function<bool(const Security &)> predicate) {
       secs.push_back(sec);
    };
    load_securities([](auto) { return true; }, on_sec);
-   TableFormatter::format(std::cout, secs, schema);
+   format_table(std::cout, secs, schema);
 }
 
 template <class T, class ParseT = function<bool(const string &, T *)>>

src/app_sparkd/sparkd/execution/py_execution_gateway_adapter.cpp

@@ -23,7 +23,7 @@
 #include "spark/api/services/native_order_type.h"
 #include "spark/api/services/time_in_force.h"
 #include "spark/config/protos/jetfix.pb.h"
-#include "spark/core/TimeStamp.h"
+#include "spark/core/time_stamp.h"
 #include "spark/core/start_stop_state_machine.h"
 #include "spark/domain/tick_utils.h"
 #include "spark/domain_model/Security.h"